Pages that link to "Item:Q730567"
From MaRDI portal
The following pages link to Default prediction with the Merton-type structural model based on the NIG Lévy process (Q730567):
Displayed 4 items.
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Merton's equation and the quantum oscillator: pricing risky corporate coupon bonds (Q2137616) (← links)
- Adjusting covariance matrix for risk management (Q5139262) (← links)
