Pages that link to "Item:Q2410409"

The following pages link to Closed-form pricing formula for exchange option with credit risk (Q2410409):

Displaying 16 items.

• Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
• Closed-form analytical solutions for options on agricultural futures with seasonality and stochastic convenience yield (Q2120709) (← links)
• An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model (Q2131629) (← links)
• Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
• An integral equation approach for optimal investment policies with partial reversibility (Q2213041) (← links)
• A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates (Q2213599) (← links)
• Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
• (Q3388383) (← links)
• Numerical pricing of exchange option with stock liquidity under Bayesian statistical method (Q5081059) (← links)
• (Q5083072) (← links)
• Exchange options under clustered jump dynamics (Q5139207) (← links)
• (Q5164939) (← links)
• On fair designs of c<scp>ross‐chain</scp> exchange for cryptocurrencies via Monte Carlo simulation (Q6077334) (← links)
• Variational inequality arising from variable annuity with mean reversion environment (Q6142192) (← links)
• (Q6168686) (← links)
• Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)