Pages that link to "Item:Q5310695"
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The following pages link to Approximate Formulas for Zero‐coupon Bonds (Q5310695):
Displaying 8 items.
- Numerical pricing of financial derivatives using Jain's high-order compact scheme (Q387081) (← links)
- Perturbation solutions for bond-pricing equations under a multivariate CIR model with weak dependences (Q2315839) (← links)
- APPROXIMATIONS OF BOND AND SWAPTION PRICES IN A BLACK–KARASIŃSKI MODEL (Q2806362) (← links)
- AN EFFECTIVE APPROXIMATION FOR ZERO-COUPON BONDS AND ARROW–DEBREU PRICES IN THE BLACK–KARASINSKI MODEL (Q2929374) (← links)
- Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model (Q4683077) (← links)
- Closed-form Arrow-Debreu pricing for the Hull-White short rate model (Q5120737) (← links)
- A path-integral approximation for non-linear diffusions (Q5215434) (← links)
- Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion (Q6106550) (← links)