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subject:"Option pricing theory"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~subject:"Risiko"
~subject:"Variable annuity"
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Option pricing theory
Risiko
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Finanzmathematik
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ASTIN bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
35
Universitext
13
Wiley finance series
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Finance and stochastics
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The journal of computational finance
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International journal of financial engineering
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Lecture notes in mathematics : a collection of informal reports and seminars
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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SFB 649 discussion paper
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Astin bulletin : the journal of the International Actuarial Association
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European journal of operational research : EJOR
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Mastering mathematical finance
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Risk allocation through shapley decompositions, with applications to variable annuities
Godin, Frédéric
;
Hamel, Emmanuel
;
Gaillardetz, Patrice
; …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 311-331
Persistent link: https://www.econbiz.de/10014320258
Saved in:
2
Risk-based capital for variable annuity under stochastic interest rate
Wang, JinDong
;
Xu, Wei
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 959-999
Persistent link: https://www.econbiz.de/10012307392
Saved in:
3
Taxation of a GMWB variable annuity in a stochastic interest rate model
Molent, Andrea
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1001-1035
Persistent link: https://www.econbiz.de/10012307397
Saved in:
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