Pages that link to "Item:Q679581"
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The following pages link to The pricing of dynamic fund protection with default risk (Q679581):
Displaying 15 items.
- Reset and withdrawal rights in dynamic fund protection (Q868324) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- Two frameworks for pricing defaultable derivatives (Q2213633) (← 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 of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
- Pricing dynamic guaranteed funds under the hyper-exponential jump-diffusion model (Q2824453) (← links)
- (Q3307301) (← links)
- (Q3307451) (← links)
- Pricing Dynamic Investment Fund Protection (Q5718086) (← links)
- Valuing of timer path-dependent options (Q6089609) (← links)
- Explicit pricing formulas for vulnerable path-dependent options with early counterparty credit risk (Q6161979) (← links)
- (Q6168686) (← links)
- Pricing Vulnerable Options in Fractional Brownian Markets: a Partial Differential Equations Approach (Q6495739) (← links)
- Pricing vulnerable lookback options using Laplace transforms (Q6581980) (← links)