Showing results 1 to 4 of 4
Title | Author(s) | Issue Date | |
---|---|---|---|
Equilibrium asset and option pricing under jump diffusion Journal:Mathematical Finance | 2012 | ||
Numerical methods for dividend optimization using regime-switching jump-diffusion models Journal:Mathematical Control and Related Fields | 2011 | ||
2019 | |||
Valuing equity-linked death benefits in jump diffusion models Journal:Insurance: Mathematics and Economics | 2013 |