//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economic Modelling"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"change of measure"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Change of measure
1
Equity-linked life insurance contracts
1
Quantile hedging
1
Stochastic interest rates
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Gao, Quansheng
1
He, Ting
1
Zhang, Chi
1
Published in...
All
Economic Modelling
Finance and Stochastics
5
International journal of theoretical and applied finance
3
Annals of Finance
2
Finance and stochastics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
MPRA Paper
2
Scandinavian actuarial journal
2
CIRANO Working Papers
1
Cambridge elements. Elements in quantitative finance
1
Energy Economics
1
Energy economics
1
European Actuarial Journal
1
FAME Research Paper Series
1
HSC Research Reports
1
INFORMS journal on computing : JOC
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
International journal of financial engineering
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematics of operations research
1
Omega : the international journal of management science
1
Quantitative Finance
1
Risks
1
Risks : open access journal
1
Stochastic Processes and their Applications
1
University of St. Gallen Department of Economics working paper series 2010
1
Weiss Center working papers
1
Working paper series
1
Working paper series / Financial Econometrics Research Centre
1
more ...
less ...
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
Gao, Quansheng
;
He, Ting
;
Zhang, Chi
- In:
Economic Modelling
28
(
2011
)
1
,
pp. 147-156
means of the
change
of
measure
approach, we give explicit formulas for the fair values of the following four products …
Persistent link: https://www.econbiz.de/10010573308
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->