Pages that link to "Item:Q679581"
From MaRDI portal
The following pages link to The pricing of dynamic fund protection with default risk (Q679581):
Displaying 9 items.
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
- Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier (Q2287376) (← links)
- Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)
- Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk (Q6161979) (← links)
- (Q6168686) (← links)
- Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)
- Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)
