Pages that link to "Item:Q1302366"
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The following pages link to Some applications of occupation times of Brownian motion with drift in mathematical finance (Q1302366):
Displayed 6 items.
- Perturbed Brownian motion and its application to Parisian option pricing (Q650763) (← links)
- A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
- Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← links)
- Occupation times of intervals until first passage times for spectrally negative Lévy processes (Q2637212) (← links)
- Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
- Valuing qualitative options with stochastic volatility (Q3650963) (← links)