Pages that link to "Item:Q3462361"
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The following pages link to Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (Q3462361):
Displayed 4 items.
- Option pricing based on a regime switching dividend process (Q5078079) (← links)
- Pricing and hedging equity-indexed annuities via local risk-minimization (Q5078428) (← links)
- Optimal investment and reinsurance problem with jump-diffusion model (Q5079465) (← links)
- Option pricing under a Markov-modulated Merton jump-diffusion dividend (Q6107581) (← links)