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Rational hedging and valuation with utility-based preferences
Becherer, Dirk (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
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A generic methodology for the valuation of life insurance contracts and embedded options
Bergmann, Daniela - 2008
Persistent link: https://www.econbiz.de/10003763720
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Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter; Sayer, Tilman; Szimayer, Alexander - 2011
Persistent link: https://www.econbiz.de/10009688311
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Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi; Szimayer, Alexander; Wagner, Andreas - 2009
Persistent link: https://www.econbiz.de/10009688320
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A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander; Dimitroff, Geogri; Lorenz, Stefan - 2009
Persistent link: https://www.econbiz.de/10009688323
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Security linked life policies under stochastic interest rates
Aase Nielsen, Jørgen; Sandmann, Klaus - 1995
Persistent link: https://www.econbiz.de/10000926601
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Essays on operational risk in the financial services industry
Hess, Christian - 2011
Persistent link: https://www.econbiz.de/10009510440
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Essays on asymmetric sharing induced externalities within insurance relationships
Häfen, Ole von - 2014
Persistent link: https://www.econbiz.de/10013409374
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Dynamic portfolio choice with pension annuities and life insurance
Horneff, Wolfram J. - 2008
Persistent link: https://www.econbiz.de/10003751641
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Branchenorientierte Steuerung eines Kreditportfolios
Frank, Martin - 1999
Persistent link: https://www.econbiz.de/10001509839