Pages that link to "Item:Q4638697"
From MaRDI portal
The following pages link to Pricing dynamic fund protections for a hyperexponential jump diffusion process (Q4638697):
Displaying 9 items.
- Pricing dynamic fund protections with regime switching (Q896790) (← links)
- Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level (Q2244233) (← links)
- Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier (Q2287376) (← links)
- Pricing dynamic guaranteed funds under the hyper-exponential jump-diffusion model (Q2824453) (← links)
- (Q3307301) (← links)
- (Q3307451) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- Pricing Dynamic Investment Fund Protection (Q5718086) (← links)
- Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)