Changes of probability measure in finance and insurance : a synthesis
Year of publication: |
2004
|
---|---|
Authors: | Courtois, Olivier le ; Quittard-Pinon, François |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 25.2004, Numéro hors séries, p. 95-120
|
Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Messung | Measurement | Finanzwissenschaft | Public economics | Versicherung | Insurance | Theorie | Theory |
-
Changes of Probability Measures in Finance and Insurance : A Synthesis
Le Courtois, Olivier, (2017)
-
Probability and statistics for finance
Račev, Svetlozar T., (2010)
-
(2004)
- More ...
-
The optimal capital structure of the firm with stable Lévy assets returns
Le Courtois, Olivier, (2008)
-
Pricing derivatives with barriers in a stochastic interest rate environment
Bernard, Carole, (2008)
-
Fair valuation of participating life insurance contracts with jump risk
Le Courtois, Olivier, (2008)
- More ...