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Jaimungal, Sebastian - Department of Statistics, University of Toronto
Insurance: Mathematics and Economics xxx (2005) xxxxxx Pricing equity-linked pure endowments with risky
Multi-Factor Energy Price Models Exotic Derivatives Pricing
First Passage Times: Integral Equations, Randomization and Analytical Approximations
Kernel-based Copula Processes Eddie K. H. Ng
CONSISTENT FUNCTIONAL PCA FOR FINANCIAL TIME-SERIES Sebastian Jaimungal
On Valuing Equity-Linked Insurance and Reinsurance Contracts Sebastian Jaimungal a and Suhas Nayak b
Insurance: Mathematics and Economics xxx (2005) xxxxxx Catastrophe options with stochastic interest rates and
Stochastic Calculus Main 2006 Prof. S. Jaimungal
Pricing and Hedging Equity Indexed Annuities with Variance-Gamma Deviates
Energy Spot Price Models and Spread Options Pricing Samuel Hikspoors and Sebastian Jaimungal a
OPTION PRICING WITH REGIME SWITCHING L EVY PROCESSES USING FOURIER SPACE TIME STEPPING
Utility Indifference Pricing of Credit Instruments
The Model of Lines for Option Pricing with Jumps Claudio Albanese, Sebastian Jaimungal and Dmitri H. Rubisov
Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models
