Pages that link to "Item:Q4419304"
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The following pages link to PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS (Q4419304):
Displaying 21 items.
- American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
- Pricing derivatives using the asymptotic expansion approach: credit migration models with stochastic credit spreads (Q763417) (← links)
- Pricing early-exercise and discrete barrier options by Fourier-cosine series expansions (Q849055) (← links)
- Pricing European options on deferred annuities (Q2442531) (← links)
- Credit derivatives in an affine framework (Q2471738) (← links)
- FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS (Q2831010) (← links)
- Doubly Stochastic CDO Term Structures (Q2904888) (← links)
- PRICING SWAPTIONS UNDER MULTIFACTOR GAUSSIAN HJM MODELS (Q2927950) (← links)
- SWAPTION PRICING IN AFFINE AND OTHER MODELS (Q2927951) (← links)
- DYNAMIC CDO TERM STRUCTURE MODELING (Q3069957) (← links)
- Affine LIBOR Models with Multiple Curves: Theory, Examples and Calibration (Q3195114) (← links)
- PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q3423401) (← links)
- The fair value of guaranteed annuity options (Q3440844) (← links)
- Applications of Gram–Charlier expansion and bond moments for pricing of interest rates and credit risk (Q3577152) (← links)
- Approximate pricing of swaptions in affine and quadratic models (Q4555143) (← links)
- AFFINE PROCESSES, ARBITRAGE-FREE TERM STRUCTURES OF LEGENDRE POLYNOMIALS, AND OPTION PRICING (Q4675930) (← links)
- A Lévy HJM multiple-curve model with application to CVA computation (Q4683048) (← links)
- Rational Models for Inflation-Linked Derivatives (Q5144182) (← links)
- VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284) (← links)
- A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK (Q5714645) (← links)
- Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model (Q6154215) (← links)
