1

Long time behavior for stochastic Burgers equations with jump noises

Year:
2018
Language:
english
File:
PDF, 388 KB
english, 2018
2

The Pricing of Catastrophe Equity Put Options with Default Risk

Year:
2016
Language:
english
File:
PDF, 260 KB
english, 2016
7

Pricing vulnerable options with stochastic default barriers

Year:
2016
Language:
english
File:
PDF, 629 KB
english, 2016
9

Analytical Valuation of Power Exchange Options with Default Risk

Year:
2018
Language:
english
File:
PDF, 674 KB
english, 2018
21

Valuing executive stock options under correlated employment shocks

Year:
2018
Language:
english
File:
PDF, 327 KB
english, 2018
26

Valuation of new-designed contracts for catastrophe risk management

Year:
2019
Language:
english
File:
PDF, 1.16 MB
english, 2019
44

Credit spreads, endogenous bankruptcy and liquidity risk

Year:
2012
Language:
english
File:
PDF, 251 KB
english, 2012