Pages that link to "Item:Q465177"
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The following pages link to The pricing of vulnerable options with double Mellin transforms (Q465177):
Displaying 6 items.
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- The pricing of dynamic fund protection with default risk (Q679581) (← links)
- Pricing vulnerable options with variable default boundary under jump-diffusion processes (Q1716358) (← links)
- Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)
