Pages that link to "Item:Q4345932"

The following pages link to Pricing Options On Risky Assets In A Stochastic Interest Rate Economy¹ (Q4345932):

Displaying 26 items.

• Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
• Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371) (← links)
• Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168) (← links)
• Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
• American option pricing under stochastic volatility: an empirical evaluation (Q970137) (← links)
• A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
• Pricing of multi-period rate of return guarantees. (Q1423346) (← links)
• Econometric methods for derivative securities and risk management (Q1969812) (← links)
• Pricing and hedging long-term options (Q1969824) (← links)
• Pricing rate of return guarantees in a Heath-Jarrow-Morton framework (Q1974032) (← links)
• Combination of transition probability distribution and stable Lorentz distribution in stock markets (Q2072272) (← links)
• Mellin transform method for European option pricing with Hull-White stochastic interest rate (Q2336691) (← links)
• Tax liens: a novel application of asset pricing theory (Q2425556) (← links)
• Pricing European options in a double exponential jump-diffusion model with two market structure risks and their comparison (Q2466454) (← links)
• Using computational methodology to price European options with actual payoff distributions (Q2466715) (← links)
• The pricing of Asian options under stochastic interest rates (Q4342180) (← links)
• Valuation and hedging of contingent claims in the HJM model with deterministic volatilities (Q4342181) (← links)
• MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (Q4419302) (← links)
• Pricing stock and bond derivatives with a multi-factor Gaussian model (Q4541564) (← links)
• Bifactorial Pricing Models: Light and Shadows in Correlation Role (Q4561904) (← links)
• GUARANTEE VALUATION IN NOTIONAL DEFINED CONTRIBUTION PENSION SYSTEMS (Q4563781) (← links)
• THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS (Q5247423) (← links)
• ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA (Q5459959) (← links)
• The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
• A moment matching method for option pricing under stochastic interest rates (Q6579672) (← links)
• Option pricing under jump diffusion model (Q6580270) (← links)