Pricing of equity swaps in uncertain financial market

Author:

Yu Yongjiu,Yang Xiangfeng,Lei Qing

Publisher

Elsevier BV

Subject

General Mathematics,General Physics and Astronomy,Statistical and Nonlinear Physics,Applied Mathematics

Reference24 articles.

1. Note on the valuation and hedging of equity swaps;Rich;J Financ Eng,1995

2. Derivative securities;Jarrow,1995

3. The pricing of equity swaps and swaptions;Chance;J Derivatives,1998

4. Pricing equity swaps in a stochastic interest rate economy;Kijima;J Derivatives,2001

5. Pricing models of equity swaps;Ming;J Futures Mark,2003

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