Pages that link to "Item:Q4339345"
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The following pages link to Brownian Excursions and Parisian Barrier Options (Q4339345):
Displayed 29 items.
- A General Valuation Framework for SABR and Stochastic Local Volatility Models (Q4579833) (← links)
- Asymptotics of Parisian ruin of Brownian motion risk model over an infinite-time horizon (Q4583618) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- On the Parisian ruin of the dual Lévy risk model (Q4684916) (← links)
- Recursive formula for the double-barrier Parisian stopping time (Q4684939) (← links)
- A temporal approach to the Parisian risk model (Q4684940) (← links)
- Brownian excursions and Parisian barrier options: a note (Q4819501) (← links)
- NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS (Q4902542) (← links)
- A CLOSED-FORM EXTENSION TO THE BLACK-COX MODEL (Q4909138) (← links)
- Guiding the guiders: Foundations of a market-driven theory of disclosure (Q4989147) (← links)
- Analysis of non-reversible Markov chains via similarity orbits (Q4993103) (← links)
- Draw-down Parisian ruin for spectrally negative Lévy processes (Q5005045) (← links)
- Parisian ruin probability - the De Vylder type approximation (Q5062353) (← links)
- Integral functionals under the excursion measure (Q5109493) (← links)
- Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process (Q5122737) (← links)
- The Bankruptcy Cost of the Life Insurance Industry Under Regulatory Forbearance (Q5168708) (← links)
- ANALYTICAL PATH-INTEGRAL PRICING OF DETERMINISTIC MOVING-BARRIER OPTIONS UNDER NON-GAUSSIAN DISTRIBUTIONS (Q5221481) (← links)
- Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance (Q5222158) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)
- Parisian exchange options (Q5300445) (← links)
- Robust barrier option pricing by frame projection under exponential Lévy dynamics (Q5373910) (← links)
- Double-Barrier Parisian Options (Q5391078) (← links)
- Entry and Exit Decision Problem with Implementation Delay (Q5504160) (← links)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process (Q5881713) (← links)
- Joint distributions concerning last exit time for diffusion processes (Q6082877) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
- On the dual risk model with Parisian implementation delays under a mixed dividend strategy (Q6163062) (← links)
- Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims (Q6171946) (← links)
- On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy (Q6183320) (← links)