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Zins
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Pelsser, Antoon André Jean
5
Kennedy, Joanne
2
van Haastrecht, Alexander
2
Haastrecht, Alexander van
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Hunt, Phil J.
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Hunt, Philip A.
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Lord, Roger
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Plat, Richard
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Platt, Richard
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ECONIS (ZBW)
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1
Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
Haastrecht, Alexander van
;
Platt, Richard
;
Pelsser, …
-
2009
Persistent link: https://www.econbiz.de/10003877144
Saved in:
2
Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
van Haastrecht, Alexander
;
Plat, Richard
;
Pelsser, …
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 266-277
Persistent link: https://www.econbiz.de/10008747073
Saved in:
3
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
van Haastrecht, Alexander
;
Lord, Roger
;
Pelsser, Antoon …
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 436-448
Persistent link: https://www.econbiz.de/10009517550
Saved in:
4
Markov-functional interest rate models
Hunt, Phil J.
;
Kennedy, Joanne
;
Pelsser, Antoon André Jean
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
Saved in:
5
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
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