Pages that link to "Item:Q5084750"

The following pages link to Pricing American put option on zero-coupon bond under fractional CIR model with transaction cost (Q5084750):

Displaying 2 items.

• A fractional version of the Cox–Ingersoll–Ross interest rate model and pricing double barrier option with Hurst index H∈(23,1) (Q5078109) (← links)
• Analyzing short-rate models for efficient bond option pricing: a review (Q6620762) (← links)