Pages that link to "Item:Q868322"

The following pages link to Valuation of structured risk management products (Q868322):

Displaying 22 items.

• Hedging processes for catastrophe options (Q457624) (← links)
• Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
• The valuation of contingent capital with catastrophe risks (Q659096) (← links)
• Catastrophe risk management with counterparty risk using alternative instruments (Q661243) (← links)
• Parallel option pricing with Fourier space time-stepping method on graphics processing units (Q991129) (← links)
• Analytical valuation of catastrophe equity options with negative exponential jumps (Q1003818) (← links)
• Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770) (← links)
• Pricing catastrophe options with counterparty credit risk in a reduced form model (Q1637025) (← links)
• Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
• Utility indifference pricing of insurance catastrophe derivatives (Q1689030) (← links)
• Catastrophic risks and the pricing of catastrophe equity put options (Q2051160) (← links)
• Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity (Q2160048) (← links)
• Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
• Catastrophe equity put options with target variance (Q2374098) (← links)
• Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
• Computing bounds on the expected payoff of Alternative Risk Transfer products (Q2445341) (← links)
• Catastrophe options with stochastic interest rates and compound Poisson losses (Q2499827) (← links)
• Financial valuation of guaranteed minimum withdrawal benefits (Q2507939) (← links)
• Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
• First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications (Q4576858) (← links)
• A closed-form pricing formula for catastrophe equity options (Q5051197) (← links)
• Utility indifference pricing of derivatives written on industrial loss indices (Q5964595) (← links)