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Approximate indifference pricing in exponential Lévy models
Ménassé, Clément; Tankov, Peter - In: Applied mathematical finance 23 (2016) 3/4, pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
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Convex hedging in incomplete markets
Rudloff, Birgit - In: Applied mathematical finance 14 (2007) 5, pp. 437-452
Persistent link: https://www.econbiz.de/10003637473
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Modelling specific interest rate risk with estimation of missing data
Siegl, Thomas; Quell, Peter - In: Applied mathematical finance 12 (2005) 3, pp. 283-309
Persistent link: https://www.econbiz.de/10003149972
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On hedging in finite security markets
Florio, Silvia; Runggaldier, Wolfgang J. - In: Applied mathematical finance 6 (1999) 3, pp. 159-176
Persistent link: https://www.econbiz.de/10001490688
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Indifference fee rate for variable annuities
Chevalier, Etienne; Lim, Thomas; Romero, Ricardo Romo - In: Applied mathematical finance 23 (2016) 3/4, pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
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Real-world pricing for a modified constant elasticity of variance model
Miller, Shane M.; Platen, Eckhard - In: Applied mathematical finance 17 (2010) 1/2, pp. 147-175
Persistent link: https://www.econbiz.de/10003975379
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A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl; Nikitopoulos, Christina Sklibosios; … - In: Applied mathematical finance 14 (2007) 5, pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
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Multiscale intensity models and name grouping for valuation of multi-name credit derivatives
Papageorgiou, Evan; Sircar, Kaushik Ronnie - In: Applied mathematical finance 16 (2009) 3/4, pp. 353-383
Persistent link: https://www.econbiz.de/10003916203
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Closed formula for options with discrete dividends and its derivatives
Veiga, Carlos; Wystup, Uwe - In: Applied mathematical finance 16 (2009) 5/6, pp. 517-531
Persistent link: https://www.econbiz.de/10003916669
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Optimal weak static hedging of equity and credit risk using derivatives
Becherer, Dirk; Ward, Ian - In: Applied mathematical finance 17 (2010) 1/2, pp. 1-28
Persistent link: https://www.econbiz.de/10003975242