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Contingent Claim Pricing 1 Financial Risk Management 1 Mortality Securitization 1 Real Option Valuation 1 Reverse Mortgage 1
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Chen, Hua 1
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Contingent Claim Pricing with Applications to Financial Risk Management
Chen, Hua - 2008
firms determine optimal switching triggers in the event of an influenza epidemic. In the second essay, I examine mortality … securitization in an incomplete market framework. I build a jump-diffusion process into the original Lee-Carter model and explore …
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