Pages that link to "Item:Q1637025"
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The following pages link to Pricing catastrophe options with counterparty credit risk in a reduced form model (Q1637025):
Displaying 9 items.
- Pricing options with credit risk in a reduced form model (Q457616) (← links)
- Hedging processes for catastrophe options (Q457624) (← links)
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- Catastrophe risk management with counterparty risk using alternative instruments (Q661243) (← links)
- The pricing for the catastrophe option and chooser option under stock price fluctuation (Q2984556) (← links)
- Pricing catastrophe options with stochastic interest rates and compound Poisson losses (Q2992243) (← links)
- Reduced-Form Modeling of Counterparty Risk on Credit Derivatives (Q3195064) (← links)
- A closed-form pricing formula for catastrophe equity options (Q5051197) (← links)
- Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717) (← links)