Pages that link to "Item:Q1003818"
From MaRDI portal
The following pages link to Analytical valuation of catastrophe equity options with negative exponential jumps (Q1003818):
Displaying 10 items.
- Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540) (← links)
- Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
- Catastrophic risks and the pricing of catastrophe equity put options (Q2051160) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
- The pricing for the catastrophe option and chooser option under stock price fluctuation (Q2984556) (← links)
- Valuation of CatEPuts with regime switching (Q3131139) (← links)
- A closed-form pricing formula for catastrophe equity options (Q5051197) (← links)
- (Q5158536) (← links)
- Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717) (← links)