Pages that link to "Item:Q2332688"
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The following pages link to Valuing equity-linked death benefits in general exponential Lévy models (Q2332688):
Displayed 21 items.
- The delayed doubly stochastic linear quadratic optimal control problem (Q778655) (← links)
- Robust time-consistent portfolio selection for an investor under CEV model with inflation influence (Q779497) (← links)
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- Pricing of margin call stock loan based on the FMLS (Q779532) (← links)
- Modeling the effect of spending on cyber security by using surplus process (Q782257) (← links)
- An uncertain alternating renewal insurance risk model (Q782263) (← links)
- Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method (Q830102) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Valuation of cliquet-style guarantees with death benefits (Q2083377) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend (Q2166946) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) (← links)
- First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits (Q2673386) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- Nonparametric estimation of ruin probability by complex Fourier series expansion in the compound Poisson model (Q5093696) (← links)
- Spline local basis methods for nonparametric density estimation (Q6158228) (← links)
- Closed-form option pricing for exponential Lévy models: a residue approach (Q6158398) (← links)
