The following pages link to (Q5715975):
Displaying 28 items.
- Option pricing in a conditional bilateral Gamma model (Q301218) (← links)
- Non-Gaussian GARCH option pricing models and their diffusion limits (Q320097) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Empirical study of Nikkei 225 options with the Markov switching GARCH model (Q633826) (← links)
- Esscher transforms and consumption-based models (Q659151) (← links)
- Is the home equity conversion mortgage in the United States sustainable? Evidence from pricing mortgage insurance premiums and non-recourse provisions using the conditional Esscher transform (Q659238) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- On valuing participating life insurance contracts with conditional heteroscedasticity (Q928174) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- GARCH option pricing models with Meixner innovations (Q1710580) (← links)
- Lévy process-driven asymmetric heteroscedastic option pricing model and empirical analysis (Q1727182) (← links)
- Option valuation with IG-GARCH model and a U-shaped pricing kernel (Q2153632) (← links)
- Model-based pricing for financial derivatives (Q2347719) (← links)
- On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps (Q2389225) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
- On the valuation of reverse mortgages with regular tenure payments (Q2445355) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion (Q5001154) (← links)
- Detecting and modelling the jump risk of CO<sub>2</sub>emission allowances and their impact on the valuation of option on futures contracts (Q5001169) (← links)
- Option Pricing Under Autoregressive Random Variance Models (Q5018717) (← links)
- Pricing Annuity Guarantees Under a Regime-Switching Model (Q5029071) (← links)
- Option Pricing with Threshold Diffusion Processes (Q5379177) (← links)
- Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models (Q5742633) (← links)
- Derivatives on nonstorable renewable resources: fish futures and options, not so fishy after all (Q6551688) (← links)
- Time series model for GLWB with surrender benefit and stochastic interest rate: dynamic withdrawal approach (Q6581501) (← links)
