Montreal, Quebec H3T 2A7
HEC Montreal - Department of Management Sciences
in Total Papers Downloads
Credit Derivatives, Credit Default Swaps, Bermudan Options, Dynamic Programming, Doubly Stochastic Process, Cox Process
Option Pricing, Exotic Options, Dynamic Programming, Installment Options
affine term structure models; no-arbitrage pricing; transition parameters; piecewise multilinear interpolation; swaptions; Eurodollar futures options; Monte Carlo simulation
Futures, asset pricing, dynamic programming, cheapest-to-deliver, delivery options, interest-rate models
Option pricing, Bond pricing, Dynamic Programming, Options embedded in bonds
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