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Applications of central limit theorems for equity-linked insurance
Feng, Runhuan; Shimizu, Yasutaka - In: Insurance / Mathematics & economics 69 (2016), pp. 138-148
Persistent link: https://www.econbiz.de/10011530942
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The Titanic option : valuation of the guaranteed minimum death benefit in variable annuities and mutual funds
Milevsky, Moshe Arye; Posner, Steven E. - In: The journal of risk and insurance : the journal of the … 68 (2001) 1, pp. 93-128
Persistent link: https://www.econbiz.de/10001601116
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Deferred annuity contracts under stochastic mortality and interest rates : pricing and model risk assessment
Toplek, Denis (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674053
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Pricing CDOs with a smile : the local correlation model
Turc, Julien; Very, Philippe - In: Frontiers in quantitative finance : volatility and …, (pp. 235-250). 2009
Persistent link: https://www.econbiz.de/10003787606
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Essays on market frictions and model misspecification in asset pricing
Seeger, Norman - 2009
Persistent link: https://www.econbiz.de/10003863665
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On computing complete distributions for American and European standard and exotic options on stocks paying discrete dividends with applications to stochastic dominance analysis
Hodges, Paul E.; Haensly, Paul J.; Theis, John - In: Quarterly journal of business and economics : QJBE 46 (2007) 3, pp. 45-64
Persistent link: https://www.econbiz.de/10003547145
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Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey; Scaillet, Olivier - In: The review of financial studies 20 (2007) 2, pp. 427-459
Persistent link: https://www.econbiz.de/10003554444
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Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun; Song, Renming; Tang, DanLing; Wang, Yongjin; … - In: Insurance / Mathematics & economics 50 (2012) 2, pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
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Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina - 2012
Persistent link: https://www.econbiz.de/10009548356
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Valuation of inflation-linked annuities in a Lévy market
Mataramvura, Sure - In: Inventi impact: emerging economies (2012) 1, pp. 48-62
Persistent link: https://www.econbiz.de/10009623013