A simple formula for the insurance premium in the Black-Scholes model
Year of publication: |
1998
|
---|---|
Authors: | Brenner, Menachem ; Subrahmanyam, Marti G. |
Published in: |
Banking review. - Jerusalem, ISSN 0792-0385, ZDB-ID 1023262-X. - Vol. 6.1998, p. 43-49
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Versicherungsbeitrag | Insurance premium | Theorie | Theory |
-
The study of applying Black-Scholes Option pricing model to the term life insurance
Wang, Lifang, (2011)
-
Neumann series on the recursive moments of copula-dependent aggregate discounted claims
Ramli, Siti Norafidah Mohd, (2014)
-
BoratyĆska, Agata, (2021)
- More ...
-
Augustin, Patrick, (2016)
-
Informed options strategies before corporate events
Augustin, Patrick, (2022)
-
Augustin, Patrick, (2016)
- More ...