Pages that link to "Item:Q5358107"
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The following pages link to ANALYTICAL VALUATION OF VULNERABLE OPTIONS IN A DISCRETE-TIME FRAMEWORK (Q5358107):
Displaying 11 items.
- Analytical valuation of vulnerable European and Asian options in intensity-based models (Q2020536) (← links)
- Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (Q2036854) (← links)
- An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model (Q2131629) (← links)
- Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
- Valuing fade-in options with default risk in Heston-Nandi GARCH models (Q2165384) (← links)
- The European vulnerable option pricing with jumps based on a mixed model (Q2398560) (← links)
- PRICING VULNERABLE EUROPEAN OPTIONS WITH STOCHASTIC CORRELATION (Q4628409) (← links)
- CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS (Q4994443) (← links)
- VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY (Q5056604) (← links)
- Pricing collateralised options in the presence of counterparty credit risk: An extension of the Heston–Nandi model (Q5070711) (← links)
- PRICING VULNERABLE AMERICAN PUT OPTIONS UNDER JUMP–DIFFUSION PROCESSES (Q5358108) (← links)
