Pages that link to "Item:Q4554475"
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The following pages link to Bond and option pricing for interest rate model with clustering effects (Q4554475):
Displaying 5 items.
- Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering (Q2086919) (← links)
- Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion (Q2273986) (← links)
- Mean-Variance Portfolio Selection in Contagious Markets (Q5071496) (← links)
- A BSDE approach for bond pricing under interest rate models with self-exciting jumps (Q5078537) (← links)
- Interest Rates Term Structure Models Driven by Hawkes Processes (Q6070672) (← links)
