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Optionsgeschäft
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Gerber, Hans U.
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Shiu, Elias S. W.
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Yang, Hailiang
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Insurance / Mathematics & economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
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2
Martingale approach to pricing perpetual American options on two stocks
Gerber, Hans U.
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 303-322
Persistent link: https://www.econbiz.de/10001208957
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