Pages that link to "Item:Q835682"
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The following pages link to Fourier inversion formulas in option pricing and insurance (Q835682):
Displaying 14 items.
- On a transform method for the efficient computation of conditional V\@R (and V\@R) with application to loss models with jumps and stochastic volatility (Q292380) (← links)
- Securitization of motor insurance loss rate risks (Q1003816) (← links)
- Dependent defaults and losses with factor copula models (Q1648673) (← links)
- Lewis model revisited: option pricing with Lévy processes (Q2021615) (← links)
- Orthogonal polynomial expansions to evaluate stop-loss premiums (Q2297085) (← links)
- Fourier inversion formulas for multiple-asset option pricing (Q2687888) (← links)
- Analysis of Fourier Transform Valuation Formulas and Applications (Q2786205) (← links)
- A comprehensive mathematical approach to exotic option pricing (Q2910830) (← links)
- Efficient Options Pricing Using the Fast Fourier Transform (Q3112474) (← links)
- FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)
- Valuation of Discrete Dynamic Fund Protection Under Lévy Processes (Q5029063) (← links)
- Lookback option pricing using the Fourier transform B-spline method (Q5245351) (← links)
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
- OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (Q5420701) (← links)