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Optimal dividends in the dual model under transaction costs
Bayraktar, Erhan; Kyprianou, Andreas E.; Yamazaki, Kazutoshi - In: Insurance / Mathematics & economics 54 (2014), pp. 133-143
Persistent link: https://www.econbiz.de/10010259658
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Pricing European basket warrants with default risk under stochastic volatility models
Wang, Xingchun - In: Applied economics letters 29 (2022) 3, pp. 253-260
Persistent link: https://www.econbiz.de/10012803500
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Valuing vulnerable options with bond collateral
Wang, Guanying; Wang, Xingchun - In: Applied economics letters 28 (2021) 2, pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
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Catastrophe equity put options with target variance
Wang, Xingchun - In: Insurance / Mathematics & economics 71 (2016), pp. 79-86
Persistent link: https://www.econbiz.de/10011630610
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On the optimality of periodic barrier strategies for a spectrally positive Lévy process
Pérez, José-Luis; Yamazaki, Kazutoshi - In: Insurance / Mathematics & economics 77 (2017), pp. 1-13
Persistent link: https://www.econbiz.de/10011783865
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Valuing vulnerable options with two underlying assets
Wang, Xingchun - In: Applied economics letters 27 (2020) 21, pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
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On optimal periodic dividend strategies for Lévy risk processes
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; … - In: Insurance / Mathematics & economics 80 (2018), pp. 29-44
Persistent link: https://www.econbiz.de/10011872906
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Pricing options on the maximum of two average prices under stochastic volatility models
Wang, Xingchun - In: Applied economics letters 29 (2022) 10, pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
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Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun - In: Applied economics letters 29 (2022) 12, pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
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An empirical analysis of changes of the impact of federal budget deficits on stock market returns : evidence from the US economy
Grobys, Klaus - In: Applied economics letters 20 (2013) 7/9, pp. 921-924
Persistent link: https://www.econbiz.de/10009763253