Pages that link to "Item:Q1782521"
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The following pages link to The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521):
Displaying 5 items.
- Pricing foreign equity option with stochastic volatility (Q1618699) (← links)
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
- Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
- Pricing of defaultable securities associated with recovery rate under the stochastic interest rate driven by fractional Brownian motion (Q1738521) (← links)
