Pages that link to "Item:Q2828050"

The following pages link to A TWO-FACTOR JUMP-DIFFUSION MODEL FOR PRICING CONVERTIBLE BONDS WITH DEFAULT RISK (Q2828050):

Displaying 2 items.

• A high-order finite difference method for option valuation (Q1705003) (← links)
• INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES (Q5148006) (← links)