Pages that link to "Item:Q2316297"

The following pages link to Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random (Q2316297):

Displaying 3 items.

• Optimal feedback control of stock prices under credit risk dynamics (Q2151675) (← links)
• Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
• A jump diffusion model with fast mean-reverting stochastic volatility for pricing vulnerable options (Q6607546) (← links)