Pages that link to "Item:Q5718223"
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The following pages link to State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates (Q5718223):
Displaying 10 items.
- Econometric specification of stochastic discount factor models (Q278271) (← links)
- A joint stock and bond market based on the hyperbolic Gaussian model (Q362053) (← links)
- Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
- Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform (Q659238) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350) (← links)
- Randomised mixture models for pricing kernels (Q2398578) (← links)
- A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING (Q5324398) (← links)
- OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING (Q5487827) (← links)
