Pages that link to "Item:Q784432"
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The following pages link to Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432):
Displaying 5 items.
- Pricing insurance drawdown-type contracts with underlying Lévy assets (Q1742698) (← links)
- Default swap games driven by spectrally negative Lévy processes (Q1933591) (← links)
- Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions (Q1987324) (← links)
- COVID-19 and credit risk: a long memory perspective (Q2138614) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)