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The pricing and hedging of barrier options and their applications in finance and life insurance
Suchanecki, Michael - 2008
Persistent link: https://www.econbiz.de/10003685182
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Effectiveness of CPPI strategies under discrete-time trading
Balder, Sven; Brandl, Michael; Mahayni, Antje - In: Journal of economic dynamics & control 33 (2009) 1, pp. 204-220
Persistent link: https://www.econbiz.de/10003810186
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How good are portfolio insurance strategies?
Balder, Sven; Mahayni, Antje - In: Alternative investments and strategies : credit, …, (pp. 227-257). 2010
Persistent link: https://www.econbiz.de/10008655201
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Minimum return guarantees with funds switching rights : an optimal stopping problem
Mahayni, Antje; Schoenmakers, John - 2010
Persistent link: https://www.econbiz.de/10008656668
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Cash-lock comparison of portfolio insurance strategies
Balder, Sven; Mahayni, Antje - 2010
Persistent link: https://www.econbiz.de/10008656673
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Variable annuities and the option to seek risk : why should you diversify?
Mahayni, Antje; Schneider, Judith Christiane - 2010
Persistent link: https://www.econbiz.de/10008656675
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Performance evaluation of optimized portfolio insurance strategies
Zieling, Daniel; Mahayni, Antje; Balder, Sven - In: Journal of banking & finance 43 (2014), pp. 212-225
Persistent link: https://www.econbiz.de/10010410003
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Tractable hedging with additional hedge instruments
Branger, Nicole; Mahayni, Antje - In: Review of derivatives research 14 (2011) 1, pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
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The risk management of minimum return guarantees
Mahayni, Antje; Schlögl, Erik - 2003
Persistent link: https://www.econbiz.de/10002250900
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The risk management of minimum return guarantees
Mahayni, Antje (contributor); Schlögel, Erik (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001970344