Pages that link to "Item:Q4653015"
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The following pages link to THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE (Q4653015):
Displayed 8 items.
- SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826) (← links)
- A note on some new perpetuities (Q3440862) (← links)
- PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE (Q3444863) (← links)
- THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (Q3502163) (← links)
- INTENSITY‐BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL (Q3502165) (← links)
- Solvable local and stochastic volatility models: supersymmetric methods in option pricing (Q5433098) (← links)
- PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q5488975) (← links)
- On the transition densities for reflected diffusions (Q5694152) (← links)