Pricing chained dynamic fund protection-Reference-Cited by-同舟云学术

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Pricing chained dynamic fund protection

Published:2016-07 Issue: Volume:37 Page:267-278
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Han Heejae,Jeon Junkee,Kang Myungjoo

Funder

NRF

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

1. Reset and withdrawal rights in dynamic fund protection;Chu;Insurance: Mathematics and Economics,2004

2. Pricing dynamic investment fund protection;Gerber;North American Actuarial Journal,2000

3. Pricing dynamic perpetual fund protection with withdrawal option;Gerber;North American Actuarial Journal,2003

4. Pricing lookback options and dynamic guarantees;Gerber;North American Actuarial Journal,2003

5. Dynamic fund protection;Imai;North American Actuarial Journal,2001

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Analytical valuation of vulnerable chained options;The North American Journal of Economics and Finance;2024-01

2. Pricing a Chained Dynamic Fund Protection Under Vasicek Interest Rate Model with Stochastic Barrier;Journal of Systems Science and Complexity;2019-12

3. The pricing of dynamic fund protection with default risk;Journal of Computational and Applied Mathematics;2018-05

4. Closed-form solutions for valuing partial lookback options with random initiation;Finance Research Letters;2018-03

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