Pricing Equity Swaps in an Economy with Jumps

By Hinnerich Mia  

Applied Mathematical Finance, Vol. 20, Iss. 2, 2013-04 ,pp. : 94-117

Routledge Ltd

Access to resources Recommend Favorite

跳扩散模型下国内外利率随机的双币种期权定价 Pricing Quanto Options in a Jump-Diffusion Model with Stochastic Domestic and Foreign Interest Rates

By 马奕虹   邓国和  

Advances in Applied Mathematics, Vol. 02, Iss. 01, 2013-02 ,pp. : 1-9

汉斯出版社

Access to resources Recommend Favorite

Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching

By Elliott Robert   Siu Tak Kuen   Chan Leunglung  

Applied Mathematical Finance, Vol. 14, Iss. 1, 2007-02 ,pp. : 41-62

Routledge Ltd

Access to resources Recommend Favorite

Calibration of stochastic models for interest rate derivatives

By Rainer Martin  

Optimization, Vol. 58, Iss. 3, 2009-04 ,pp. : 373-388

Taylor & Francis Ltd

Access to resources Recommend Favorite

A Simple Stochastic Rate Model for Rate Equity Hybrid Products

By        

Applied Mathematical Finance, Vol. 20, Iss. 5, 2013-11 ,pp. : 461-488

Routledge Ltd

Access to resources Recommend Favorite