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	N-Fold compound option pricing with technical risk under fractional jump-diffusion model Journal article Optimization,2023, volume: 72, issue: 3, pages: 713-735 Authors: Zhao, Pingping; Xiang, Kaili; Chen, Peimin Favorite \| View/Download：3/0 \| Submit date：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 Journal article Scandinavian Actuarial Journal,2022, volume: 2022, issue: 8, pages: 682-694 Authors: Liu, Yuxuan; Jiang, Zhengjun; Qu, Yixin Favorite \| View/Download：13/0 \| Submit date：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 Journal article Business Process Management Journal,2017, volume: 23, issue: 3, pages: 537-554 Authors: Chakrabarty, Anindya; Luo, Zongwei; Dubey, Rameshwar; Jiang, Shan Favorite \| View/Download：2/0 \| Submit date：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 Journal article Mathematical and Computer Modelling,2013, volume: 57, issue: 3-4, pages: 570-583 Authors: Wu, Jianglun; Yang, Wei Favorite \| View/Download：1/0 \| Submit date：2023/05/30 Affine jump-diffusion processes Collateralised Debt Obligations (CDOs) Heavy tail dependence Intensity based model Lévy stable distributions