Pricing of Derivatives on Mean-Reverting Assets

समान संसाधन

• Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
  द्वारा: Bouziane, Markus
  प्रकाशित: (2008)
• Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
  द्वारा: Repplinger, Detlef
  प्रकाशित: (2008)
• Risk Management in Credit Portfolios Concentration Risk and Basel II /
  द्वारा: Hibbeln, Martin
  प्रकाशित: (2010)
• Strategic Trading in Illiquid Markets
  द्वारा: Mnch, Burkart
  प्रकाशित: (2005)
• Market-Conform Valuation of Options
  द्वारा: Herwig, Tobias
  प्रकाशित: (2006)