Pages that link to "Item:Q777938"
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The following pages link to Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938):
Displaying 6 items.
- Pricing and hedging contingent claims with regime switching risk (Q548447) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk (Q1627633) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
- FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)