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Pricing Vulnerable Options in the Bifractional Brownian Environment with Jumps
Published 2021-01-01“…We assume that default event occurs when the firm value of the counterparty is less than the default boundary. By using the actuarial approach, analytic formulae for pricing the European vulnerable options are derived. …”
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Analysis of Investment Returns as Markov Chain Random Walk
Published 2024-01-01Get full text
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Elliptic problems with nonmonotone discontinuities at resonance (Erratum)
Published 2004-01-01Get full text
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Statistical Modeling of HIV, Tuberculosis, and Hepatitis B Transmission in Ghana
Published 2019-01-01Get full text
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Testing Homogeneity in a Semiparametric Two-Sample Problem
Published 2012-01-01Get full text
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FEDERAL GOVERNMENT AGRICULTURAL FINANCING AND ECONOMIC GROWTH IN NIGERIA
Published 2022-05-01Get full text
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FEDERAL GOVERNMENT AGRICULTURAL FINANCING AND ECONOMIC GROWTH IN NIGERIA
Published 2022-05-01Get full text
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Quasi-Exact Solvability of a Hyperbolic Intermolecular Potential Induced by an Effective Mass Step
Published 2011-01-01Get full text
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On Zero-Inflated Hierarchical Poisson Models with Application to Maternal Mortality Data
Published 2020-01-01Get full text
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Asymptotic behavior of solutions for a semibounded nonmonotone evolution equation
Published 2003-01-01Get full text
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The Changing Demographics of Women Living with HIV/AIDS in Southern Alberta from 1982 to 2006
Published 2012-01-01Get full text
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Mathematical model for the analysis of environmental risk factors
Published 2023-09-01“…The development of a dynamic model is based on the methods of probability theory, actuarial mathematics and, accordingly, on the, numerical methods and simulation methods. …”
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