Pages that link to "Item:Q3523521"
From MaRDI portal
The following pages link to THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES (Q3523521):
Displaying 16 items.
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- On the sojourn time of a generalized Brownian meander (Q826669) (← links)
- Optimal investment strategy to minimize occupation time (Q993736) (← links)
- Default risk, bankruptcy procedures and the market value of life insurance liabilities (Q995500) (← links)
- How the sojourn time distributions of Brownian motion are affected by different forms of conditioning. (Q1423051) (← links)
- On the distribution of cumulative Parisian ruin (Q1681195) (← links)
- On Parisian option pricing for uncertain currency model (Q2129431) (← links)
- Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view (Q2806357) (← links)
- PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS (Q2853376) (← links)
- Feynman-Kac Particle Integration with Geometric Interacting Jumps (Q2854342) (← links)
- Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
- Distribution of occupation times for constant elasticity of variance diffusion and the pricing of<b>α</b>-quantile options (Q3439870) (← links)
- Employee stock option valuation with repricing features (Q3539542) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- Pricing Occupation-Time Options in a Mixed-Exponential Jump-Diffusion Model (Q4682697) (← links)
- Parisian exchange options (Q5300445) (← links)
