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	N-Fold compound option pricing with technical risk under fractional jump-diffusion model 期刊论文 Optimization,2023, 卷号: 72, 期号: 3, 页码: 713-735 作者: Zhao, Pingping; Xiang, Kaili; Chen, Peimin 收藏 \| 浏览/下载：16/0 \| 提交时间：2025/03/25 fractional Brownian Motion jump-diffusion model N-fold compound option phase-specific characteristics technical risk
	Gambler's ruin problem in a Markov-modulated jump-diffusion risk model 期刊论文 Scandinavian Actuarial Journal,2022, 卷号: 2022, 期号: 8, 页码: 682-694 作者: Liu, Yuxuan; Jiang, Zhengjun; Qu, Yixin 收藏 \| 浏览/下载：20/0 \| 提交时间：2022/05/05 Banach contraction principle Markov-modulated jump-diffusion risk model q-scale function Two-sided ruin probability
	A theoretical model of jump diffusion-mean reversion: Constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor 期刊论文 Business Process Management Journal,2017, 卷号: 23, 期号: 3, 页码: 537-554 作者: Chakrabarty, Anindya; Luo, Zongwei; Dubey, Rameshwar; Jiang, Shan 收藏 \| 浏览/下载：12/0 \| 提交时间：2021/11/25 CIR CPPI Jump diffusion model Monte Carlo simulation Portfolio insurance Stochastic process
	Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions 期刊论文 Mathematical and Computer Modelling,2013, 卷号: 57, 期号: 3-4, 页码: 570-583 作者: Wu, Jianglun; Yang, Wei 收藏 \| 浏览/下载：11/0 \| 提交时间：2023/05/30 Affine jump-diffusion processes Collateralised Debt Obligations (CDOs) Heavy tail dependence Intensity based model Lévy stable distributions