Pages that link to "Item:Q1276457"
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The following pages link to Double barrier hitting time distributions with applications to exotic options (Q1276457):
Displaying 14 items.
- Applications of central limit theorems for equity-linked insurance (Q343984) (← links)
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719) (← links)
- A new concept of reliability system and applications in finance (Q2150787) (← links)
- A note on Erdős and Kac's identity: boundary crossing probabilities of Brownian motion over constant boundaries. A finite Markov chain imbedding approach (Q2176388) (← links)
- Decision with multiple alternatives: geometric models in higher dimensions -- the cube model (Q2176802) (← links)
- Move-based hedging of variable annuities: a semi-analytic approach (Q2374095) (← links)
- A martingale analysis of first passage times of time-dependent Wiener diffusion models (Q2403025) (← links)
- On a mean reverting dividend strategy with Brownian motion (Q2445337) (← links)
- Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479) (← links)
- Lévy Processes, Saltatory Foraging, and Superdiffusion (Q2786669) (← links)
- BARRIER OPTIONS PRICING WITH JOINT DISTRIBUTION OF GAUSSIAN PROCESS AND ITS MAXIMUM (Q5367498) (← links)
- Pricing Lookback Options and Dynamic Guarantees (Q5715904) (← links)
- The two-barrier escape problem for compound renewal processes with two-sided jumps (Q6171136) (← links)
