Pages that link to "Item:Q380540"
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The following pages link to Catastrophe equity put options under stochastic volatility and catastrophe-dependent jumps (Q380540):
Displaying 4 items.
- Analytical valuation of vulnerable European and Asian options in intensity-based models (Q2020536) (← links)
- Catastrophe option pricing with auto-correlated and catastrophe-dependent intensity (Q2160048) (← links)
- Catastrophe equity put options with target variance (Q2374098) (← links)
- Pricing catastrophe equity put options in a mixed fractional Brownian motion environment (Q6534717) (← links)
