The following pages link to (Q5437427):
Displaying 5 items.
- Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
- The pricing of vulnerable options with double Mellin transforms (Q465177) (← links)
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- The pricing of dynamic fund protection with default risk (Q679581) (← links)
- Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)
