The following pages link to (Q4781779):
Displaying 10 items.
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
- Defaultable game options in a hazard process model (Q1039923) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- Pricing puttable convertible bonds with integral equation approaches (Q1999664) (← links)
- Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
- Pricing vulnerable claims in a Lévy-driven model (Q2255005) (← links)
- A Lévy-Driven Asset Price Model with Bankruptcy and Liquidity Risk (Q4609028) (← links)
- Pricing Model for Convertible Bonds: A Mixed Fractional Brownian Motion with Jumps (Q5372021) (← links)
- A methodology to estimate the optimal debt ratio when asset returns, and default probability follow stochastic processes (Q6175370) (← links)
