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Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min; Kwok, Yue-Kuen; Zong, Jianping - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
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Liquidation of a large block of stock with regime switching
Pemy, Moustapha; Zhang, Qing; Yin, George - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
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Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.; Sulem, Agnès - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
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Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
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On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.; Schürger, Klaus; Taksar, Michael I. - In: Mathematical finance : an international journal of … 14 (2004) 2, pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
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Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea; Runggaldier, Wolfgang J. - In: Mathematical finance : an international journal of … 23 (2013) 4, pp. 659-686
Persistent link: https://www.econbiz.de/10010187681