The following pages link to MAXIMUM DRAWDOWN INSURANCE (Q3225024):
Displayed 6 items.
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- Efficiently pricing double barrier derivatives in stochastic volatility models (Q488214) (← links)
- Drawdowns and the speed of market crash (Q1930625) (← links)
- Stochastic modeling and fair valuation of drawdown insurance (Q2015656) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- Occupation Times, Drawdowns, and Drawups for One-Dimensional Regular Diffusions (Q5246178) (← links)