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171
Pension regulation and the market value of pension liabilities : a contigent claims analysis using Parisian options
Broeders, Dirk
;
Chen, An
-
2008
Persistent link: https://www.econbiz.de/10003762542
Saved in:
172
A generic methodology for the valuation of life insurance contracts and embedded options
Bergmann, Daniela
-
2008
Persistent link: https://www.econbiz.de/10003763720
Saved in:
173
Einlagenbewertung und Einlagensicherung in Banken : ein Beitrag zum kapitalmarktorientierten Bankmanagement im strukturmodelltheoretischen Kontext
Entrop, Oliver
-
2008
Persistent link: https://www.econbiz.de/10003764854
Saved in:
174
A valuation framework for selecting option strategies
Clarke, Roger G.
;
DeSilva, Harindra
;
McMurran, Greg M.
-
2008
Persistent link: https://www.econbiz.de/10003765043
Saved in:
175
Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A.
-
2008
Persistent link: https://www.econbiz.de/10003765886
Saved in:
176
Vinzenz Bronzin's option pricing models : exposition and appraisal
Hafner, Wolfgang
(
ed.
);
Zimmermann, Heinz
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003767864
Saved in:
177
Modelling the dependency between currency and debt crises : an option based approach
Maltritz, Dominik
- In:
Economics letters
100
(
2008
)
3
,
pp. 344-347
Persistent link: https://www.econbiz.de/10003768771
Saved in:
178
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
179
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
180
How to price efficiently European options in some geometric Lévy processes models?
Quittard-Pinon, François
;
Randrianarivony, Rivo
- In:
International journal of business
13
(
2008
)
4
,
pp. 301-314
Persistent link: https://www.econbiz.de/10003770610
Saved in:
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