Escobar, Marcos; Olivares, Pablo Pricing of mountain range derivatives under a principal component stochastic volatility model. (English) Zbl 1286.91134 Appl. Stoch. Models Bus. Ind. 29, No. 1, 31-44 (2013). MSC: 91G20 60J70 62H25 91B70 91G30 PDFBibTeX XMLCite \textit{M. Escobar} and \textit{P. Olivares}, Appl. Stoch. Models Bus. Ind. 29, No. 1, 31--44 (2013; Zbl 1286.91134) Full Text: DOI
Frangos, N. E.; Vrontos, S. D.; Yannacopoulos, A. N. Reinsurance control in a model with liabilities of the fractional Brownian motion type. (English) Zbl 1150.91429 Appl. Stoch. Models Bus. Ind. 23, No. 5, 403-428 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{N. E. Frangos} et al., Appl. Stoch. Models Bus. Ind. 23, No. 5, 403--428 (2007; Zbl 1150.91429) Full Text: DOI