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~isPartOf:"Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries"
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Option pricing theory
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No-negative-equity guarantee
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Put option
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Reflecting barrier
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Konstandatos, Otto
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Thomas, Guy
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Thomas, R. Guy
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
The journal of futures markets
194
International journal of theoretical and applied finance
111
Journal of banking & finance
94
The journal of derivatives : the official publication of the International Association of Financial Engineers
86
Review of derivatives research
74
The journal of computational finance
60
Finance research letters
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Quantitative finance
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Applied mathematical finance
54
Mathematical finance : an international journal of mathematics, statistics and financial theory
49
Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Journal of financial markets
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International journal of financial engineering
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Journal of financial and quantitative analysis : JFQA
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Computational economics
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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European journal of operational research : EJOR
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International review of financial analysis
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Journal of mathematical finance
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Research paper series / Swiss Finance Institute
27
Review of quantitative finance and accounting
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
NBER working paper series
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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Wiley trading series
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Asia-Pacific financial markets
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Applied economics
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NBER Working Paper
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Risks : open access journal
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Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
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Annals of finance
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The journal of derivatives : JOD
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Long-term option pricing with a lower reflecting barrier
Thomas, Guy
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
2
,
pp. 358-384
Persistent link: https://www.econbiz.de/10014320064
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2
Valuation of no-negative-equity guarantees with a lower reflecting barrier
Thomas, R. Guy
- In:
Annals of actuarial science : publ. by the Institute of …
15
(
2021
)
1
,
pp. 115-143
Persistent link: https://www.econbiz.de/10012505604
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3
Fair-value analytical valuation of reset executive stock options consistent with IFRS9 requirements
Konstandatos, Otto
- In:
Annals of actuarial science : publ. by the Institute of …
14
(
2020
)
1
,
pp. 188-218
Persistent link: https://www.econbiz.de/10012194092
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