Pages that link to "Item:Q4859449"
From MaRDI portal
The following pages link to Contingent claim valuation in a market with different interest rates (Q4859449):
Displaying 5 items.
- Counterparty risk and funding: immersion and beyond (Q331358) (← links)
- A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
- Optimal asset allocation with fixed-term securities (Q1656778) (← links)
- Pricing and hedging vulnerable option with funding costs and collateral (Q1663930) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
