Pages that link to "Item:Q1418790"
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The following pages link to Option pricing under stochastic interest rates: an empirical investigation (Q1418790):
Displaying 9 items.
- Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model (Q899403) (← links)
- An actuarial approach to reload option valuation for a non-tradable risk assets under jump-diffusion process and stochastic interest rate (Q1782016) (← links)
- The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
- Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
- The impact of non-cash collateralization on the over-the-counter derivatives markets (Q2165394) (← links)
- Calibration of local volatility model with stochastic interest rates by efficient numerical PDE methods (Q2292056) (← links)
- Mellin transform method for European option pricing with Hull-White stochastic interest rate (Q2336691) (← links)
- Closed-form formulae for European options under three-factor models (Q2660490) (← links)
- Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitting method (Q5234308) (← links)
