Pages that link to "Item:Q375238"
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The following pages link to The valuation and behavior of Black-Scholes options subject to intertemporal default risk (Q375238):
Displaying 6 items.
- PDE methods for pricing barrier options (Q1583144) (← links)
- Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (Q2036854) (← links)
- Vulnerable options pricing under uncertain volatility model (Q2068116) (← links)
- The European vulnerable option pricing with jumps based on a mixed model (Q2398560) (← links)
- The credit risk and pricing of OTC options (Q2471735) (← links)
- Vulnerable European call option pricing based on uncertain fractional differential equation (Q2699270) (← links)
