Pages that link to "Item:Q1037800"
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The following pages link to Option pricing under the Merton model of the short rate (Q1037800):
Displayed 5 items.
- Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (Q609069) (← links)
- The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
- Pricing of European call option under fuzzy interest rate (Q2097490) (← links)
- THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE (Q3304211) (← links)
- Option pricing under the Merton model of the short rate in subdiffusive Brownian motion regime (Q5106795) (← links)