Pages that link to "Item:Q5051197"
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The following pages link to A closed-form pricing formula for catastrophe equity options (Q5051197):
Displaying 5 items.
- Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
- Closed-form pricing formula for foreign equity option with credit risk (Q2167080) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Closed-form pricing formula for exchange option with credit risk (Q2410409) (← links)
- Pricing catastrophe options with stochastic interest rates and compound Poisson losses (Q2992243) (← links)