Pages that link to "Item:Q4859449"
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The following pages link to Contingent claim valuation in a market with different interest rates (Q4859449):
Displaying 14 items.
- Counterparty risk and funding: immersion and beyond (Q331358) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- Optimal asset allocation with fixed-term securities (Q1656778) (← links)
- Pricing and hedging vulnerable option with funding costs and collateral (Q1663930) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
- Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- American options in a non-linear incomplete market model with default (Q2239267) (← links)
- Portfolio optimization of credit swap under funding costs (Q2296104) (← links)
- Arbitrage-free pricing of derivatives in nonlinear market models (Q2296111) (← links)
- A CONCISE CHARACTERIZATION OF OPTIMAL CONSUMPTION WITH LOGARITHMIC PREFERENCES (Q2862512) (← links)
- Bergman, Piterbarg, and Beyond: Pricing Derivatives Under Collateralization and Differential Rates (Q3464672) (← links)
- American options in an imperfect complete market with default (Q4615505) (← links)
- European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
