Narrow search
Showing 1 - 5 of 5
Cover Image
On perpetual American put valuation and first-passage in a regime-switching model with jumps
Jiang, Zhengjun; Pistorius, Martijn R. - In: Finance and stochastics 12 (2008) 3, pp. 331-356
Persistent link: https://www.econbiz.de/10008221085
Cover Image
On perpetual American put valuation and first-passage in a regime-switching model with jumps
Jiang, Zhengjun; Pistorius, Martijn R. - In: Finance and stochastics 12 (2008) 3, pp. 331-355
Persistent link: https://www.econbiz.de/10003899193
Cover Image
On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance
Asmussen, Søren - In: Finance and stochastics 26 (2022) 3, pp. 383-416
Persistent link: https://www.econbiz.de/10013440228
Cover Image
Optimal risk control and dividend distribution policies : example of excess-of loss reinsurance for an insurance corporation
Asmussen, Søren; Højgaard, Bjarne; Taksar, Michael I. - In: Finance and stochastics 4 (2000) 3, pp. 299-324
Persistent link: https://www.econbiz.de/10001487076
Cover Image
Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation
Asmussen, Søren; Højgaard, Bjarne; Taksar, Michael - In: Finance and stochastics 4 (2000) 3, pp. 299-324
Persistent link: https://www.econbiz.de/10008217577