Pages that link to "Item:Q3632877"
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The following pages link to On Esscher Transforms in Discrete Finance Models (Q3632877):
Displaying 34 items.
- Econometric specification of stochastic discount factor models (Q278271) (← links)
- Arbitrage and deflators in illiquid markets (Q483698) (← links)
- Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Domains of attraction to Tweedie distributions (Q847908) (← links)
- Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← links)
- On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Pricing exotic options under a high-order Markovian regime switching model (Q933877) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- An economic premium principle in a multiperiod economy. (Q1413269) (← links)
- Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
- Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
- Indifference pricing for CRRA utilities (Q2392015) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Pricing currency options under two-factor Markov-modulated stochastic volatility models (Q2518532) (← links)
- Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model (Q2889601) (← links)
- NONLIFE INSURANCE PRICING: STATISTICAL MECHANICS VIEWPOINT (Q3025085) (← links)
- Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model (Q3064081) (← links)
- Risk margin for a non-life insurance run-off (Q3107436) (← links)
- Market Consistent Pricing of Insurance Products (Q3634589) (← links)
- A Discrete Time Benchmark Approach for Insurance and Finance (Q4661678) (← links)
- Option Pricing Under Autoregressive Random Variance Models (Q5018717) (← links)
- The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (Q5022522) (← links)
- Market Price of Insurance Risk Implied by Catastrophe Derivatives (Q5022541) (← links)
- Option Pricing with Threshold Diffusion Processes (Q5379177) (← links)
- Risk-Based Capital Factor Determination With Jump Risk (Q5715967) (← links)
- State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates (Q5718223) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
- Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes (Q6202389) (← links)
