Pages that link to "Item:Q4584998"
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The following pages link to A Simple Stochastic Rate Model for Rate Equity Hybrid Products (Q4584998):
Displaying 5 items.
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES (Q5051178) (← links)
- Efficient simulation of Lévy-driven point processes (Q5203972) (← links)
- Hybrid Lévy Models: Design and Computational Aspects (Q5742508) (← links)
- A LÉVY-DRIVEN ORNSTEIN–UHLENBECK PROCESS FOR THE VALUATION OF CREDIT INDEX SWAPTIONS (Q6119775) (← links)
