Pages that link to "Item:Q1901079"
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The following pages link to Some formulae for a new type of path-dependent option (Q1901079):
Displaying 7 items.
- Perturbed Brownian motion and its application to Parisian option pricing (Q650763) (← links)
- On occupation times in the red of Lévy risk models (Q784389) (← links)
- Occupation times of hyper-exponential jump diffusion processes with application to price step options (Q893129) (← links)
- Optimal investment strategy to minimize occupation time (Q993736) (← links)
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- A threshold-based risk process with a waiting period to pay dividends (Q1717028) (← links)
- On the quantiles of Brownian motion and their hitting times (Q1767480) (← links)
