Pages that link to "Item:Q3084606"
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The following pages link to THE DOTHAN PRICING MODEL REVISITED (Q3084606):
Displaying 9 items.
- The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
- Monte Carlo computation of the Laplace transform of exponential Brownian functionals (Q370901) (← links)
- Extended Mellin integral representations for the absolute value of the gamma function (Q1743330) (← links)
- Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
- Optimal importance sampling for the Laplace transform of exponential Brownian functionals (Q3188585) (← links)
- Optimal investment-consumption-insurance with random parameters (Q4576957) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
- LESS-EXPENSIVE VALUATION AND RESERVING OF LONG-DATED VARIABLE ANNUITIES WHEN INTEREST RATES AND MORTALITY RATES ARE STOCHASTIC (Q5119562) (← links)
- Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion (Q6106550) (← links)