Pages that link to "Item:Q515757"
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The following pages link to Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757):
Displaying 7 items.
- Mixed fractional Heston model and the pricing of American options (Q1675943) (← links)
- Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility (Q2292015) (← links)
- A short memory version of the Vasicek model and evaluating European options on zero-coupon bonds (Q2309261) (← links)
- Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences (Q2315839) (← links)
- American option pricing under double Heston stochastic volatility model: simulation and strong convergence analysis (Q5107393) (← links)
- Vasicek interest rate model under Lévy process and pricing bond option (Q6544968) (← links)
- Credit default swap spreads modeling and forecasting with a stochastic square-root three-factor model (Q6581975) (← links)
