Pricing Financial Derivatives in the Hull–White Model Using Cubature Methods on Wiener Space-Reference-Cited by-同舟云学术

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Pricing Financial Derivatives in the Hull–White Model Using Cubature Methods on Wiener Space

Published:2022-08-24 Issue: Volume: Page:333-357
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Container-title:Data Analysis and Related Applications 1
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Wiley

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https://onlinelibrary.wiley.com/doi/pdf/10.1002/9781394165513.ch25

Reference31 articles.

1. Cubature on Wiener space in infinite dimension;Bayer C.;Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences,2008

2. The pricing of commodity contracts

3. The Pricing of Options and Corporate Liabilities

4. The Market Model of Interest Rate Dynamics

5. Option pricing: A simplified approach

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