Pages that link to "Item:Q1881814"
From MaRDI portal
The following pages link to Paris-Princeton lectures on mathematical finance 2003. (Q1881814):
Displayed 3 items.
- A direct LU solver for pricing American bond options under Hull-White model (Q313650) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- PRICING AND HEDGING OF PORTFOLIO CREDIT DERIVATIVES WITH INTERACTING DEFAULT INTENSITIES (Q3168859) (← links)