Pricing dynamic fund protections with regime switching (Q896790): Difference between revisions

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+Pricing Perpetual Options for Jump Processes
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+From ruin theory to pricing reset guarantees and perpetual put options
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+Pricing Dynamic Investment Fund Protection
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+Dynamic Fund Protection
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+Pricing Lookback Options and Dynamic Guarantees
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+Pricing Perpetual Fund Protection with Withdrawal Option
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+Reset and withdrawal rights in dynamic fund protection
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+Pricing Discrete Dynamic Fund Protections
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+Lookback options and dynamic fund protection under multiscale stochastic volatility
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+First passage times of a jump diffusion process
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+Valuation of Discrete Dynamic Fund Protection Under Lévy Processes
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+VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK
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+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
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+Q4937701
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+The law of the supremum of a stable Lévy process with no negative jumps
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+Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections
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+Valuing equity-linked death benefits and other contingent options: a discounted density approach
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+Valuing equity-linked death benefits in jump diffusion models
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