Narrow search
Showing 1 - 4 of 4
Cover Image
Local volatility pricing models for long-dated FX derivatives
Deelstra, Griselda; Rayée, Grégory - In: Applied mathematical finance 20 (2013) 3/4, pp. 380-402
Persistent link: https://www.econbiz.de/10010187656
Cover Image
Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; … - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
Cover Image
Sensitivities and hedging of the collateral choice option
Deelstra, Griselda; Grzelak, Lech A.; Wolf, Felix Lukas - In: International journal of theoretical and applied … 25 (2022) 6, pp. 1-35
Persistent link: https://www.econbiz.de/10014235062
Cover Image
Exponential hedging and entropic penalties
Delbaen, Freddy (contributor) - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 99-123
Persistent link: https://www.econbiz.de/10001686219