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Valuation and risk assessment of a portfolio of variable annuities : a vector autoregression approach
Orlando, Albina; Parker, Gary - In: Journal of mathematical finance 8 (2018) 2, pp. 349-371
Persistent link: https://www.econbiz.de/10011874781
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Optimal variational portfolios with inflation protection strategy and efficient frontier of expected value of wealth for a defined contributory pension scheme
Okoro, Joshua O.; Nkeki, Charles I. - In: Journal of mathematical finance 3 (2013) 4, pp. 476-486
Persistent link: https://www.econbiz.de/10010240789
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Pricing of margrabe options for large investors with application to asset-liability management in life insurance
Bølviken, Erik; Proske, Frank; Rubtsov, Mark - In: Journal of mathematical finance 4 (2014) 2, pp. 113-122
Persistent link: https://www.econbiz.de/10010380906
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On asymptotic behaviors of exponential hedging in the basis-risk model
Takino, Kazuhiro - In: Journal of mathematical finance 5 (2015) 2, pp. 212-231
Persistent link: https://www.econbiz.de/10011399011
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The Malliavan derivate and application to pricing and hedging a European exchange options
Mataramvura, Sure - In: Journal of mathematical finance 2 (2012) 4, pp. 280-290
Persistent link: https://www.econbiz.de/10009725340
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Pricing and hedging in stochastic volatility regime switching models
Goutte, Stéphane - In: Journal of mathematical finance 3 (2013) 1, pp. 70-80
Persistent link: https://www.econbiz.de/10010240223
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Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.; Lungu, E. M. - In: Journal of mathematical finance 5 (2015) 3, pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
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Predicting equity price with corporate action events using LSTM-RNN
Minami, Shotaro - In: Journal of mathematical finance 8 (2018) 1, pp. 58-63
Persistent link: https://www.econbiz.de/10011846111
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Fundamental factor models using machine learning
Sugitomo, Seisuke; Minami, Shotaro - In: Journal of mathematical finance 8 (2018) 1, pp. 111-118
Persistent link: https://www.econbiz.de/10011846158
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Bankruptcy prediction using machine learning
Wang, Nanxi - In: Journal of mathematical finance 7 (2017) 4, pp. 908-918
Persistent link: https://www.econbiz.de/10011859939