Pages that link to "Item:Q3304214"
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The following pages link to SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214):
Displaying 6 items.
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Fitting the variance-gamma model to financial data (Q4822460) (← links)
- Finite Mixture Approximation of CARMA(p,q) Models (Q5013835) (← links)
- A Structural Approach to Default Modelling with Pure Jump Processes (Q5165003) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)
- Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees (Q6169661) (← links)