Skip to main navigation
Skip to search
Skip to main content
Macquarie University Home
Help & FAQ
Link opens in a new tab
Search content at Macquarie University
Home
Profiles
Research units
Equipment
Projects
Research Outputs
Datasets
Prizes
Activities
Press/Media
Impacts
Pricing of RCLA contract in incomplete market: PIDE approach
Ning Rong
Department of Applied Finance
Research output
:
Contribution to journal
›
Meeting abstract
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Pricing of RCLA contract in incomplete market: PIDE approach'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Risky Asset
100%
Finite Difference Method
100%
Partial Differential Equation
50%
Stochastic Volatility
50%
Equivalent Martingale Measure
50%
Three-Dimension
50%
Convergence Problem
50%
Brownian Motion
50%
Insurance Product
50%
Social Sciences
Pricing
100%
Incomplete Market
100%
Price
20%
Practical Implication
20%
Social Implication
20%
Volatility
20%
Stochastics
20%
Design Methodology
20%
Levy Process
20%
Economics, Econometrics and Finance
Pricing
100%
Incomplete Market
100%
Insurance Company
20%
Price
20%
Volatility
20%
Levy Process
20%