Pages that link to "Item:Q5001195"
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The following pages link to Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy (Q5001195):
Displayed 14 items.
- Pricing vulnerable options with variable default boundary under jump-diffusion processes (Q1716358) (← links)
- Pricing vulnerable European options under Lévy process with stochastic volatility (Q1727064) (← links)
- Pricing vulnerable options with market prices of common jump risks under regime-switching models (Q1727291) (← links)
- Analytical valuation of vulnerable European and Asian options in intensity-based models (Q2020536) (← links)
- Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps (Q2097471) (← links)
- Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386) (← links)
- CVA and vulnerable options pricing by correlation expansions (Q2241073) (← links)
- Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287) (← links)
- Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility (Q2673416) (← links)
- Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment (Q6051343) (← links)
- Pricing power exchange options with default risk, stochastic volatility and stochastic interest rate (Q6107577) (← links)
- Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)
