Pages that link to "Item:Q3502163"
From MaRDI portal
The following pages link to THE EIGENFUNCTION EXPANSION METHOD IN MULTI‐FACTOR QUADRATIC TERM STRUCTURE MODELS (Q3502163):
Displaying 24 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Analytical representations for the basic affine jump diffusion (Q1785484) (← links)
- An analytical method for the solution of two phase Stefan problem in cylindrical geometry (Q2008035) (← links)
- Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
- Time-changed CIR default intensities with two-sided mean-reverting jumps (Q2448696) (← links)
- Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing (Q2806062) (← links)
- MULTIVARIATE SUBORDINATION OF MARKOV PROCESSES WITH FINANCIAL APPLICATIONS (Q2831000) (← links)
- TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING (Q3161734) (← links)
- METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
- Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations (Q4579836) (← links)
- A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility (Q4628041) (← links)
- Modelling electricity prices: a time change approach (Q5001192) (← links)
- Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior (Q5126611) (← links)
- SPECTRAL METHODS FOR THE CALCULATION OF RISK MEASURES FOR VARIABLE ANNUITY GUARANTEED BENEFITS (Q5214828) (← links)
- Equivalent measure changes for subordinate diffusions (Q5243380) (← links)
- Explicit Solutions of Quadratic FBSDEs Arising From Quadratic Term Structure Models (Q5256269) (← links)
- TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS (Q5416704) (← links)
- Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
- Risk‐neutral pricing techniques and examples (Q6054366) (← links)
- Age-dependent robust strategic asset allocation with inflation-deflation hedging demand (Q6655910) (← links)
