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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
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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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A valuation framework for selecting option strategies
Clarke, Roger G.; DeSilva, Harindra; McMurran, Greg M. - 2008
Persistent link: https://www.econbiz.de/10003765043
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Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A. - 2008
Persistent link: https://www.econbiz.de/10003765886
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Vinzenz Bronzin's option pricing models : exposition and appraisal
Hafner, Wolfgang (ed.); Zimmermann, Heinz (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003767864
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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
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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
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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
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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