Pages that link to "Item:Q2029647"

The following pages link to Valuation of equity-indexed annuities under correlated jump-diffusion processes (Q2029647):

Displaying 2 items.

• Hedging and utility valuation of a defaultable claim driven by Hawkes processes (Q6580708) (← links)
• Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk (Q6580760) (← links)