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Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin; Chen, Son-nan - In: The journal of derivatives : the official publication … 17 (2009/10) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
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Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee
Tang, Mei-Ling; Chen, Son-nan; Lai, Gene C.; Wu, Ting-Pin - In: Insurance / Mathematics & economics 78 (2018), pp. 87-104
Persistent link: https://www.econbiz.de/10011825223
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Valuation of Guaranteed contracts set relative to cross-currency stochastic rates of return
Hsieh, Tsung-yu; Chou, Chi-hsun; Chen, Son-nan - In: Asia-Pacific journal of financial studies 43 (2014) 4, pp. 589-619
Persistent link: https://www.econbiz.de/10010407421