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A two-dimensional ruin problem on the positive quadrant
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 227-234
Persistent link: https://www.econbiz.de/10007905830
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Optimal dividend distribution under Markov regime switching
Jiang, Zhengjun; Pistorius, Martijn - In: Finance and stochastics 16 (2012) 3, pp. 449-477
Persistent link: https://www.econbiz.de/10009983146
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CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES
Mijatović, Aleksandar; Pistorius, Martijn - In: Mathematical finance : an international journal of … 23 (2013) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10010063812
Cover Image
A two-dimensional ruin problem on the positive quadrant
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 227-235
Persistent link: https://www.econbiz.de/10008886700