Pages that link to "Item:Q896790"
From MaRDI portal
The following pages link to Pricing dynamic fund protections with regime switching (Q896790):
Displaying 5 items.
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Pricing dynamic fund protection under a regime-switching jump-diffusion model with stochastic protection level (Q2244233) (← links)
- Pricing a chained dynamic fund protection under Vasicek interest rate model with stochastic barrier (Q2287376) (← links)
- FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
