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Higher Order Asymptotic Coupon Bond Option Valuation for Interest Rates with non-Gaussian Dependent Innovations (Statistical Information in Inference and Its Related Topics)

机译：具有非高斯相关创新的利率的高阶渐近息票债券期权定价（推断中的统计信息及其相关主题）

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作者
Shibukawa Takamasa; Tamaki Kenichiro; Shiohama Takayuki;
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年度 2011
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正文语种 en
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1. Asymptotic Expansion for Term Structures of Defaultable Bonds with Non-Gaussian Dependent Innovations [J] . Masakazu Miura, Kenichiro Tamaki, Takayuki Shiohama Asia-Pacific Financial Markets . 2013,第4期

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2. The valuation of European call options on zero-coupon bonds in the run-up to a fixed exchange-rate regime [J] . Gerrit Reher, Bernd Wilfling International review of economics & finance . 2014,第jana期

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3. A front-fixing finite element method for the valuation of American put options on zero-coupon bonds [J] . Holmes A.D., Yang H. International journal of numerical analysis and modeling . 2012,第4期

机译：零息票债券美国看跌期权估值的前向有限元方法
4. One Period Coupon Bond Valuation With Revised First Passage Time Approach and The Application in Indonesian Corporate Bond [C] . Di Asih I Maruddani, Dedi Rosadi, Gunardi, ISM International Statistical Conference . 2015

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5. Topics on option valuation and model calibration. [D] . Chen, Zisheng. 2013

机译：关于期权评估和模型校准的主题。
6. Asymptotics of Bonferroni for Dependent Normal Test Statistics [O] . Michael A. Proschan, Pamela A. Shaw -1

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7. Higher Order Asymptotic Option Valuation for Non-Gaussian Dependent Returns [O] . Kenichiro Tamaki, Masanobu Taniguchi 2015

机译：非高斯相关收益的高阶渐近期权定价

Higher Order Asymptotic Coupon Bond Option Valuation for Interest Rates with non-Gaussian Dependent Innovations (Statistical Information in Inference and Its Related Topics)

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