Pages that link to "Item:Q508190"

The following pages link to A closed form solution for vulnerable options with Heston's stochastic volatility (Q508190):

Displaying 2 items.

• Pricing and hedging vulnerable option with funding costs and collateral (Q1663930) (← links)
• Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)