Pages that link to "Item:Q5198570"
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The following pages link to Exotic Derivatives under Stochastic Volatility Models with Jumps (Q5198570):
Displaying 10 items.
- Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
- Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
- Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780) (← links)
- Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
- On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
- VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
- Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application (Q4999834) (← links)
- Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains (Q5086622) (← links)
- CREDIT-EQUITY MODELING UNDER A LATENT LÉVY FIRM PROCESS (Q5420702) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
