Pages that link to "Item:Q344273"
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The following pages link to Pricing vulnerable path-dependent options using integral transforms (Q344273):
Displaying 3 items.
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- The pricing of dynamic fund protection with default risk (Q679581) (← links)
- Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)
