Dynamic fund protection for property markets
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Publication:5043476
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- scientific article; zbMATH DE number 7234612
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Cites work
- scientific article; zbMATH DE number 49106 (Why is no real title available?)
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
- Dynamic Fund Protection
- From ruin theory to pricing reset guarantees and perpetual put options
- Lookback options and dynamic fund protection under multiscale stochastic volatility
- Martingale methods in financial modelling.
- Mathematics of financial markets.
- Pricing Dynamic Investment Fund Protection
- Pricing Lookback Options and Dynamic Guarantees
- Pricing Perpetual Fund Protection with Withdrawal Option
- Pricing Perpetual Options for Jump Processes
- Pricing dynamic fund protection under hidden Markov models
- Pricing dynamic fund protections with regime switching
- Reset and withdrawal rights in dynamic fund protection
- Stochastic calculus for finance. II: Continuous-time models.
- Stochastic differential equations. An introduction with applications.
- Testing the Present Value Relation for Housing Prices: Should I Leave My House in San Francisco?
- Valuation of discrete dynamic fund protection under Lévy processes
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