Pages that link to "Item:Q2929374"
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The following pages link to AN EFFECTIVE APPROXIMATION FOR ZERO-COUPON BONDS AND ARROW–DEBREU PRICES IN THE BLACK–KARASINSKI MODEL (Q2929374):
Displayed 5 items.
- Multilayer heat equations: application to finance (Q2170292) (← links)
- Perturbation analysis of a nonlinear equation arising in the Schaefer-Schwartz model of interest rates (Q4643587) (← links)
- Closed-form Arrow-Debreu pricing for the Hull-White short rate model (Q5120737) (← links)
- A path-integral approximation for non-linear diffusions (Q5215434) (← links)
- Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion (Q6106550) (← links)