Pages that link to "Item:Q1701739"
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The following pages link to Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (Q1701739):
Displaying 5 items.
- Interval-based, nonparametric approach for resampling of fuzzy numbers (Q84929) (← links)
- Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
- Multiple-event catastrophe bond pricing based on CIR-copula-POT model (Q1727134) (← links)
- Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724) (← links)
- Pricing of minimum guarantees in life insurance contracts with fuzzy volatility (Q2198222) (← links)
