Pages that link to "Item:Q5111486"

The following pages link to A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK (Q5111486):

Displaying 2 items.

• Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
• Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)