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State price density estimation and nonparametric pricing of basket options
Kuang, Yuming; Lai, Tze Leung - In: Journal of mathematical finance 5 (2015) 5, pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
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Valuing European put options under skewness and increasing [excess] kurtosis
Chateau, Jean-Pierre D. - In: Journal of mathematical finance 4 (2014) 3, pp. 160-177
Persistent link: https://www.econbiz.de/10010400109
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Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo; Sawaki, Katsushige - In: Journal of mathematical finance 4 (2014) 1, pp. 47-54
Persistent link: https://www.econbiz.de/10010422891
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The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang; Zhao, Dianli - In: Journal of mathematical finance 5 (2015) 3, pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
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A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.; Offen, Elias R.; Kunda, Douglas; … - In: Journal of mathematical finance 6 (2016) 1, pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
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Equilibrium equity premium in a semi martingale market when jump amplitudes follow a binomial distribution
Mukupa, George M.; Offen, Elias R. - In: Journal of mathematical finance 8 (2018) 3, pp. 599-612
Persistent link: https://www.econbiz.de/10011968727
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LPM density functions for the computation of the SD efficient set
Viole, Fred; Nawrocki, David N. - In: Journal of mathematical finance 6 (2016) 1, pp. 105-126
Persistent link: https://www.econbiz.de/10011543784
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Modeling of insurance data through two heavy tailed distributions : computations of some of their actuarial quantities through simulation from their equilibrium distributions and t...
Nath, Dilip C.; Das, Jagriti - In: Journal of mathematical finance 6 (2016) 3, pp. 378-400
Persistent link: https://www.econbiz.de/10011583507
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A method for portfolio selection based on joint probability of co-movement of multi-assets
Zhou, Tianmin - In: Journal of mathematical finance 8 (2018) 3, pp. 535-548
Persistent link: https://www.econbiz.de/10011968713
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Modeling the frequency and severity of auto insurance claims using statistical distributions
Omari, Cyprian Ondieki; Nyambura, Shalyne Gathoni; … - In: Journal of mathematical finance 8 (2018) 1, pp. 137-160
Persistent link: https://www.econbiz.de/10011846226