Pages that link to "Item:Q2514669"
From MaRDI portal
The following pages link to Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669):
Displaying 11 items.
- Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540) (← links)
- Hedging processes for catastrophe options (Q457624) (← links)
- Analytical valuation of catastrophe equity options with negative exponential jumps (Q1003818) (← links)
- Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Catastrophe options with stochastic interest rates and compound Poisson losses (Q2499827) (← links)
- Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds (Q2665872) (← links)
- The pricing for the catastrophe option and chooser option under stock price fluctuation (Q2984556) (← links)
- Valuation of CatEPuts with regime switching (Q3131139) (← links)
- A closed-form pricing formula for catastrophe equity options (Q5051197) (← links)
- Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717) (← links)
