Pages that link to "Item:Q965896"
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The following pages link to Exchange option pricing under stochastic volatility: a correlation expansion (Q965896):
Displaying 15 items.
- Exchange option in a two-state Poisson CAPM (Q395917) (← links)
- A multiscale extension of the Margrabe formula under stochastic volatility (Q1693945) (← links)
- On a convergent power series method to price defaultable bonds in a Vašíček-CIR model (Q2113272) (← links)
- CVA and vulnerable options pricing by correlation expansions (Q2241073) (← links)
- Closed-form pricing formula for exchange option with credit risk (Q2410409) (← links)
- (Q3388383) (← links)
- A CLOSED-FORM PRICING FORMULA FOR EUROPEAN EXCHANGE OPTIONS WITH STOCHASTIC VOLATILITY (Q5051212) (← links)
- Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
- Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility (Q5094574) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)
- Exchange options under clustered jump dynamics (Q5139207) (← links)
- (Q5164939) (← links)
- ANALYTIC PRICING OF CoCo BONDS (Q5357518) (← links)
- (Q6168686) (← links)
- Pricing exchange options under hybrid stochastic volatility and interest rate models (Q6653510) (← links)
