The following pages link to Farzad Alavi Fard (Q470670):
Displaying 7 items.
- Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671) (← links)
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- Risk measures and behaviors for bonds under stochastic interest rate models (Q1931093) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
- Analytical pricing of vulnerable options under a generalized jump-diffusion model (Q2260941) (← links)
- Pricing participating policies under the Meixner process and stochastic volatility (Q4577195) (← links)
- A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein–Uhlenbeck process (Q4586461) (← links)
