Pages that link to "Item:Q705419"
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The following pages link to Three ways to solve for bond prices in the Vasiček model (Q705419):
Displaying 18 items.
- Computational aspects of continuous-discrete extended Kalman-filtering (Q626232) (← links)
- Valuation of contingent claims with mortality and interest rate risks (Q732668) (← links)
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks (Q1697208) (← links)
- Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
- Risk measurement of a guaranteed annuity option under a stochastic modelling framework (Q2228966) (← links)
- Annuity contract valuation under dependent risks (Q2300949) (← links)
- Particle methods for PDEs arising in financial modeling (Q2343601) (← links)
- A comonotonicity-based valuation method for guaranteed annuity options (Q2448346) (← links)
- Valuing guaranteed minimum accumulation benefits by a change of numéraire approach (Q2670118) (← links)
- Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model (Q4555139) (← links)
- Pricing pension buy-outs under stochastic interest and mortality rates (Q4585941) (← links)
- AN APPROPRIATE APPROACH TO PRICING EUROPEAN-STYLE OPTIONS WITH THE ADOMIAN DECOMPOSITION METHOD (Q4607627) (← links)
- PRICING INTEREST RATE DERIVATIVES UNDER MONETARY CHANGES (Q4686504) (← links)
- Exact solutions of the two-side exit time problems for the Vasicek model (Q5057339) (← links)
- Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)
- Irreversible investment under predictable growth: why land stays vacant when housing demand is booming (Q6139990) (← links)
- Conditional moment matching for pricing arithmetic Asian options under Vasicek interest rate model (Q6615089) (← links)
