The following pages link to (Q4417321):
Displaying 10 items.
- Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences (Q344268) (← links)
- Development of modified geometric Brownian motion models by using stock price data and basic statistics (Q419908) (← links)
- Stochastic volatility models with application in option pricing (Q2324121) (← links)
- A pseudo-Pareto distribution and concomitants of its order statistics (Q2404179) (← links)
- The preservation of classes of discrete distributions under convolution and mixing (Q2492182) (← links)
- Study on the integro-differential equations on \(C^1(\mathbb{R}_+)\) (Q2688139) (← links)
- HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET (Q3161739) (← links)
- Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy (Q3182424) (← links)
- Numerical computation of Theta in a jump-diffusion model by integration by parts (Q3182748) (← links)
- DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
