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Pricing participating policies with rate guarantees
Chu, Chi Chiu; Kwok, Yue-Kuen - In: International journal of theoretical and applied finance 9 (2006) 4, pp. 517-532
Persistent link: https://www.econbiz.de/10003347385
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Algorithmic trading with learning
Cartea, Álvaro; Jaimungal, Sebastian; Kinzebulatov, Damir - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
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Market making with alpha signals
Cartea, Álvaro; Wang, Yixuan - In: International journal of theoretical and applied finance 23 (2020) 3, pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
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Fair actuarial values for deductible insurance policies in the presence of parameter uncertainty
Harel, Arie; Harpaz, Giora - In: International journal of theoretical and applied finance 10 (2007) 2, pp. 389-397
Persistent link: https://www.econbiz.de/10003441998
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A model for the optimal asset-liability management for insurance companies
Sbaraglia, S.; Papi, M.; Briani, M.; Bernaschi, M. - In: International journal of theoretical and applied finance 6 (2003) 3, pp. 277-299
Persistent link: https://www.econbiz.de/10001769196
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Scenarios for price determination in incomplete markets
Xanthopoulos, S. Z.; Yannacopoulos, Athanasios N. - In: International journal of theoretical and applied finance 11 (2008) 5, pp. 415-445
Persistent link: https://www.econbiz.de/10003759930
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Measuring the market risk of freight rates : a value-at-risk approach
Angelidis, Timotheos; Skiadopoulos, George - In: International journal of theoretical and applied finance 11 (2008) 5, pp. 447-469
Persistent link: https://www.econbiz.de/10003759935
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Modeling the volatility and expected value of a diversified world index
Platen, Eckhard - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
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A common market measure for libor and pricing caps, floors and swaps in a field theory of forward interest rates
Baaquie, Belal E. - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 999-1018
Persistent link: https://www.econbiz.de/10003280030
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Analytic backward induction of option cash flows: a new application paradigm for the Markovian interest rate models
Gan, Junwu - In: International journal of theoretical and applied finance 8 (2005) 8, pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033