Pages that link to "Item:Q375483"
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The following pages link to Stochastic duration and fast coupon bond option pricing in multi-factor models (Q375483):
Displaying 16 items.
- American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
- Duration, factor sensitivities, and interest rate Greeks (Q665789) (← links)
- Calibration of one-factor and two-factor hull-white models using swaptions (Q1722763) (← links)
- Valuation of caps and swaptions under a stochastic string model (Q2141896) (← links)
- Deep calibration of financial models: turning theory into practice (Q2165392) (← links)
- FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS (Q2831010) (← links)
- PRICING SWAPTIONS UNDER MULTIFACTOR GAUSSIAN HJM MODELS (Q2927950) (← links)
- SWAPTION PRICING IN AFFINE AND OTHER MODELS (Q2927951) (← links)
- PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q3423401) (← links)
- The fair value of guaranteed annuity options (Q3440844) (← links)
- Applications of Gram–Charlier expansion and bond moments for pricing of interest rates and credit risk (Q3577152) (← links)
- PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS (Q4419304) (← links)
- Approximate pricing of swaptions in affine and quadratic models (Q4555143) (← links)
- VALUATION OF GUARANTEED ANNUITY OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q5292284) (← links)
- The Impact of Stochastic Volatility on Initial Margin and MVA for Interest Rate Derivatives (Q5879356) (← links)
- Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model (Q6154215) (← links)
