The following pages link to (Q4484762):
Displaying 20 items.
- A reliable numerical method to price arithmetic Asian options (Q387463) (← links)
- New no-arbitrage conditions and the term structure of interest rate futures (Q665727) (← links)
- Generic market models (Q881416) (← links)
- From structural assumptions to a link between assets and interest rates (Q959749) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- Semi-analytical method for the pricing of barrier options in case of time-dependent parameters (with Matlab\(^\circledR\) codes) (Q1642274) (← links)
- Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)
- Inference on some parametric functions in the univariate lognormal diffusion process with exogenous factors (Q1872843) (← links)
- An Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model (Q2889591) (← links)
- ANALYTICAL APPROXIMATION TO CONSTANT MATURITY SWAP CONVEXITY CORRECTIONS IN A MULTI-FACTOR SABR MODEL (Q3067762) (← links)
- APPROXIMATING THE NONHOMOGENEOUS LOGNORMAL DIFFUSION PROCESS VIA POLYNOMIAL EXOGENOUS FACTORS (Q3424339) (← links)
- THE MULTI-CURVE POTENTIAL MODEL (Q3460685) (← links)
- Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory (Q4449552) (← links)
- Entropy and information in the interest rate term structure (Q4646771) (← links)
- A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING (Q4673850) (← links)
- A UNIFIED MARKET MODEL FOR SWAPTIONS AND CONSTANT MATURITY SWAPS (Q5010079) (← links)
- GENERAL ANALYSIS OF LONG-TERM INTEREST RATES (Q5221478) (← links)
- Phase transition in a log-normal Markov functional model (Q5256183) (← links)
- The Lévy Swap Market Model (Q5297934) (← links)
- A Semi‐Explicit Approach to Canary Swaptions in HJM One‐Factor Model (Q5489324) (← links)
