The following pages link to (Q4504336):
Displaying 18 items.
- A direct LU solver for pricing American bond options under Hull-White model (Q313650) (← links)
- Numerical solution of a PDE model for a ratchet-cap pricing with BGM interest rate dynamics (Q426548) (← links)
- A numerical method for pricing spread options on LIBOR rates with a PDE model (Q622981) (← links)
- Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168) (← links)
- Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
- Polynomial algorithms for pricing path-dependent interest rate instruments (Q862839) (← links)
- Stochastic elasticity of variance with stochastic interest rates (Q892883) (← links)
- Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (Q903027) (← links)
- Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model (Q1041400) (← links)
- Random field forward interest rate models, market price of risk and their statistics (Q1042585) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- Pricing cross-currency interest rate swaps under the Lévy market model (Q2423932) (← links)
- Forward interest rate curves in discrete time settings driven by random fields (Q2506998) (← links)
- Option pricing with Legendre polynomials (Q2628349) (← links)
- Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360) (← links)
- A hybrid Markov-Functional model with simultaneous calibration to the interest rate and FX smile (Q3005819) (← links)
- MATHEMATICAL ANALYSIS AND NUMERICAL METHODS FOR A PARTIAL DIFFERENTIAL EQUATIONS MODEL GOVERNING A RATCHET CAP PRICING IN THE LIBOR MARKET MODEL (Q3087880) (← links)
- Pricing Equity Swaps in an Economy with Jumps (Q3176521) (← links)
