Pages that link to "Item:Q2165384"

The following pages link to Valuing fade-in options with default risk in Heston-Nandi GARCH models (Q2165384):

Displaying 3 items.

• Pricing vulnerable fader options under stochastic volatility models (Q2691481) (← links)
• Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
• The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)