Pages that link to "Item:Q1017770"
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The following pages link to Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770):
Displaying 11 items.
- Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540) (← links)
- Parallel option pricing with Fourier space time-stepping method on graphics processing units (Q991129) (← links)
- Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
- Pricing and simulating catastrophe risk bonds in a Markov-dependent environment (Q1738100) (← links)
- Catastrophic risks and the pricing of catastrophe equity put options (Q2051160) (← links)
- Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
- Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing (Q2276257) (← links)
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
- Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← 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)
