Pages that link to "Item:Q4345919"

The following pages link to Interest Rate Option Pricing With Poisson‐Gaussian Forward Rate Curve Processes (Q4345919):

Displayed 17 items.

• Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) ‎ (← links)
• Discrete-time bond and option pricing for jump-diffusion processes (Q375257) ‎ (← links)
• A heat kernel approach to interest rate models (Q403855) ‎ (← links)
• A Poisson-Gaussian model to price European options on the extremum of several risky assets within the HJM framework (Q625671) ‎ (← links)
• A class of jump-diffusion bond pricing models within the HJM framework (Q816765) ‎ (← links)
• The multifactor nature of the volatility of futures markets (Q853577) ‎ (← links)
• Existence of Lévy term structure models (Q928496) ‎ (← links)
• A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) ‎ (← links)
• The surprise element: Jumps in interest rates. (Q1858907) ‎ (← links)
• What is the natural scale for a Lévy process in modelling term structure of interest rates? (Q2461277) ‎ (← links)
• Rational term structure models with geometric Lévy martingales (Q3145086) ‎ (← links)
• A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES (Q3444869) ‎ (← links)
• A Lattice‐Based Method for Pricing Electricity Derivatives Under the Threshold Model (Q3617309) ‎ (← links)
• Valuation and hedging of contingent claims in the HJM model with deterministic volatilities (Q4342181) ‎ (← links)
• Real-world jump-diffusion term structure models (Q5189712) ‎ (← links)
• A Control Variate Method for Monte Carlo Simulations of Heath–Jarrow–Morton Models with Jumps (Q5440089) ‎ (← links)
• The equivalent martingale measure conditions in a general model for interest rates (Q5694151) ‎ (← links)