FIRST PASSAGE TIMES FOR RISK-TRACKING PROXIES (Q5462701): Difference between revisions

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+On modelling and pricing weather derivatives
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+An Intertemporal General Equilibrium Model of Asset Prices
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+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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+Pricing Options With Curved Boundaries<sup>1</sup>
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+A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
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+Option pricing when underlying stock returns are discontinuous
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+An equilibrium characterization of the term structure
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+Valuing catastrophe bonds by Monte Carlo simulations
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