Pages that link to "Item:Q457616"

The following pages link to Pricing options with credit risk in a reduced form model (Q457616):

Displaying 12 items.

• Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market (Q256747) (← links)
• Pricing options with credit risk in Markovian regime-switching markets (Q364454) (← links)
• Pricing catastrophe options with counterparty credit risk in a reduced form model (Q1637025) (← links)
• Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
• The pricing of vulnerable options in a fractional Brownian motion environment (Q1723398) (← links)
• Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
• Pricing warrant bonds with credit risk under a jump diffusion process (Q1727102) (← links)
• The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
• The European vulnerable option pricing with jumps based on a mixed model (Q2398560) (← links)
• Pricing vulnerable power exchange options in an intensity based framework (Q2423595) (← links)
• Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007) (← links)
• Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model (Q6547039) (← links)