Pages that link to "Item:Q4892363"
From MaRDI portal
The following pages link to A simplified exposition of the health, Jarrow and Morton model (Q4892363):
Displayed 6 items.
- An integrated pricing model for defaultable loans and bonds (Q704061) (← links)
- A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
- Valuation and hedging of contingent claims in the HJM model with deterministic volatilities (Q4342181) (← links)
- Coupling backward induction with Monte Carlo simulations: a fast Fourier transform (FFT) approach (Q4541559) (← links)
- Vol-Bond: an analytical solution (Q4647270) (← links)
- BOND MARKET MODEL (Q5483506) (← links)