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MacKay, Anne; Wüthrich, Mario V. - In: Risks : open access journal 3 (2015) 3, pp. 250-276

The concept of best-estimate, prescribed by regulators to value insurance liabilities for accounting and solvency purposes, has recently been discussed extensively in the industry and related academic literature. To differentiate hedgeable and non-hedgeable risks in a general case, recent...

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On the consistency of the deterministic local volatility function model ("implied tree")

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Pricing in an incomplete market with an affine term structure

Young, Virginia R. - In: Mathematical finance : an international journal of … 14 (2004) 3, pp. 359-381

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Valuation of real options in incomplete models : an implied yield approach

Armerin, Fredrik; Song, Han-suck - In: Fuzzy economic review : the review of the International … 23 (2018) 1, pp. 19-32

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A class of asset pricing models governed by subordinate processes that signal economic shocks

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In no uncertain terms : the effect of uncertainty on credit frictions and monetary policy

Balke, Nathan S.; Martínez-García, Enrique; Zeng, Zheng - In: Economic modelling 100 (2021), pp. 1-12

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Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies

Tomat, Gian Maria - 2023

Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...