scientific article; zbMATH DE number 7234466
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Publication:3307301
zbMATH Open1449.91164MaRDI QIDQ3307301FDOQ3307301
Authors: Chao Xu, Yinghui Dong 
Publication date: 12 August 2020
Title of this publication is not available (Why is that?)
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Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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- Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level
- Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier
- Pricing dynamic guaranteed funds under the hyper-exponential jump-diffusion model
- Dynamic Fund Protection
- Pricing Dynamic Investment Fund Protection
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