Pages that link to "Item:Q907607"

The following pages link to Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607):

Displayed 2 items.

• Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757) ‎ (← links)
• Optimal exercise boundary via intermediate function with jump risk (Q1684772) ‎ (← links)