Farzad Alavi Fard

Available identifiers

Publication	Date of Publication	Type
A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein-Uhlenbeck process	2018-09-13	Paper
Pricing participating policies under the Meixner process and stochastic volatility	2018-07-17	Paper
Analytical pricing of vulnerable options under a generalized jump-diffusion model	2015-03-13	Paper
Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process	2014-11-13	Paper
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model	2014-11-12	Paper
Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach	2014-06-23	Paper
Risk measures and behaviors for bonds under stochastic interest rate models	2013-01-24	Paper

This page was built for person: Farzad Alavi Fard