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Pension regulation and the market value of pension liabilities : a contingent claims analysis using Parisian options
Broeders, Dirk; Chen, An - In: Journal of banking & finance 34 (2010) 6, pp. 1201-1214
Persistent link: https://www.econbiz.de/10003978329
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Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger; Rahe, Florentin - In: Journal of banking & finance 76 (2017), pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
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Static hedging and pricing American knock-in put options
Chung, San-lin; Shih, Pai-ta; Tsai, Wei-che - In: Journal of banking & finance 37 (2013) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10009675545
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Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun; Yang, Xuewei; Zhu, Peng - In: Journal of banking & finance 153 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
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Portfolio optimisation with jumps : illustration with a pension accumulation scheme
Le Courtois, Olivier; Menoncin, Francesco - In: Journal of banking & finance 60 (2015), pp. 127-137
Persistent link: https://www.econbiz.de/10011544926
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Valuing the strategic option to sell life insurance business : theory and evidence
Klumpes, Paul J. M.; Shackleton, Mark B. - In: Journal of banking & finance 24 (2000) 10, pp. 1681-1702
Persistent link: https://www.econbiz.de/10001511634
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Optimizing international portfolios with options and forwards
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: Journal of banking & finance 35 (2011) 12, pp. 3188-3201
Persistent link: https://www.econbiz.de/10009383506
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Hedging volatility risk
Brenner, Menachem; Ou, Ernest Y.; Zhang, Jin E. - In: Journal of banking & finance 30 (2006) 3, pp. 811-821
Persistent link: https://www.econbiz.de/10003300389
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Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian; Heam, J. C.; Monfort, Alain - In: Journal of banking & finance 37 (2013) 12, pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
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Liquidity at risk : joint stress testing of solvency and liquidity
Cont, Rama; Kotlicki, Artur; Valderrama, Laura - In: Journal of banking & finance 118 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012520907