Pages that link to "Item:Q1676808"
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The following pages link to Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808):
Displaying 4 items.
- Analytical valuation of catastrophe equity options with negative exponential jumps (Q1003818) (← links)
- An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model (Q2131629) (← links)
- Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
- Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717) (← links)