Pages that link to "Item:Q2499827"

The following pages link to Catastrophe options with stochastic interest rates and compound Poisson losses (Q2499827):

Displaying 32 items.

• Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540) (← links)
• Hedging processes for catastrophe options (Q457624) (← links)
• Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk (Q495448) (← links)
• Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
• The valuation of contingent capital with catastrophe risks (Q659096) (← links)
• Valuation of equity-indexed annuity under stochastic mortality and interest rate (Q661223) (← links)
• Catastrophe risk management with counterparty risk using alternative instruments (Q661243) (← links)
• Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
• Parallel option pricing with Fourier space time-stepping method on graphics processing units (Q991129) (← links)
• Indifference prices of structured catastrophe (CAT) bonds (Q998295) (← links)
• Analytical valuation of catastrophe equity options with negative exponential jumps (Q1003818) (← links)
• Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770) (← links)
• Pricing catastrophe options with counterparty credit risk in a reduced form model (Q1637025) (← links)
• Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
• Utility indifference pricing of insurance catastrophe derivatives (Q1689030) (← links)
• Pricing warrant bonds with credit risk under a jump diffusion process (Q1727102) (← links)
• Catastrophic risks and the pricing of catastrophe equity put options (Q2051160) (← links)
• Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
• Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity (Q2160048) (← links)
• Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
• Valuation of contingent convertible catastrophe bonds -- the case for equity conversion (Q2273992) (← links)
• Catastrophe equity put options with target variance (Q2374098) (← links)
• Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
• Computing bounds on the expected payoff of Alternative Risk Transfer products (Q2445341) (← links)
• Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
• Pricing catastrophe options in discrete operational time (Q2518548) (← links)
• Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion (Q2921838) (← links)
• A closed-form pricing formula for catastrophe equity options (Q5051197) (← links)
• (Q5158536) (← links)
• Feasibility of Long-Term Interest Balance among Stakeholders in the Natural Catastrophe Insurance Market (Q5165008) (← links)
• A systematic and efficient simulation scheme for the Greeks of financial derivatives (Q5234352) (← links)
• Utility indifference pricing of derivatives written on industrial loss indices (Q5964595) (← links)