Pages that link to "Item:Q2866378"
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The following pages link to The affine Heston model with correlated Gaussian interest rates for pricing hybrid derivatives (Q2866378):
Displaying 12 items.
- A dimension reduction Shannon-wavelet based method for option pricing (Q1635866) (← links)
- Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
- A multi-level dimension reduction Monte-Carlo method for jump-diffusion models (Q2360709) (← links)
- Smile and default: the role of stochastic volatility and interest rates in counterparty credit risk (Q4554240) (← links)
- A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models (Q4610213) (← links)
- Convertible bond valuation in a jump diffusion setting with stochastic interest rates (Q4682998) (← links)
- An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate (Q5030552) (← links)
- The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure (Q5146449) (← links)
- Hybrid Lévy Models: Design and Computational Aspects (Q5742508) (← links)
- Exploring non-Analytical affine jump-diffusion models for path-dependent interest rate derivatives (Q6538812) (← links)
