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isPartOf:"Assurances et gestion des risques : revue trimestrielle"
~isPartOf:"Nordisk försäkringstidskrift : NFT"
~isPartOf:"Scandinavian actuarial journal"
~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~subject:"Option pricing theory"
~type:"article"
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Option pricing theory
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Chang, Carolyn C. W.
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Assurances et gestion des risques : revue trimestrielle
Nordisk försäkringstidskrift : NFT
Scandinavian actuarial journal
The journal of risk and insurance : the journal of the American Risk and Insurance Association
Insurance / Mathematics & economics
4
Journal of banking & finance
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annual review of financial economics
1
Applied economics
1
Cuadernos aragoneses de economía
1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economic and environmental studies : a journal for sustainable development ; E&ES
1
International journal of economics and finance
1
Journal of global business : JGB ; journal of the Association for Global Business
1
Mathematics and financial economics
1
Problems and perspectives in management : PPM ; international research journal
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Risk management : a journal of risk, crisis and disaster
1
Risk management and insurance review
1
Symposium on catastrophic risk
1
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
1
The journal of applied business research
1
The journal of asset management
1
The journal of insurance issues : official journal of the Western Risk and Insurance Association
1
Theoretical economics letters
1
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
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Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors
Yang Yang
;
Fan, Yahui
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 361-382
Persistent link: https://www.econbiz.de/10014520551
Saved in:
2
Pricing the option to surrender in incomplete markets
Consiglio, Andrea
;
Giovanni, Domenico De
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
4
,
pp. 935-957
Persistent link: https://www.econbiz.de/10008798287
Saved in:
3
Capital allocation for insurance companies : what good is it?
Gründl, Helmut
;
Schmeiser, Hato
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
2
,
pp. 301-317
Persistent link: https://www.econbiz.de/10003483840
Saved in:
4
Capital allocation for insurance companies
Myers, Stewart C.
;
Read, James A.
- In:
The journal of risk and insurance : the journal of the …
68
(
2001
)
4
,
pp. 545-580
Persistent link: https://www.econbiz.de/10001705985
Saved in:
5
Liability distributions for mortgage insurance
Kau, James B.
;
Keenan, Donald C.
;
Kim, Taewon
- In:
The journal of risk and insurance : the journal of the …
68
(
2001
)
3
,
pp. 475-488
Persistent link: https://www.econbiz.de/10001648335
Saved in:
6
Pricing catastrophe insurance futures call spreads : a randamized operational time approach
Chang, Carolyn C. W.
- In:
The journal of risk and insurance : the journal of the …
63
(
1996
)
4
,
pp. 599-617
Persistent link: https://www.econbiz.de/10001335132
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