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Approximating the growth optim...
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ASTIN BULLETIN - The Journal of the ASTIN and AFIR Section of the International Actuarial Association - Vol.33 - No.2, 2003; 53-172
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61
Alternative defaultable term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
- In:
Asia-Pacific financial markets
16
(
2009
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10003855638
Saved in:
62
Laplace transform identities for diffusions, with applications to rebates and barrier options
Hulley, Hardy
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003856697
Saved in:
63
Analytic pricing of contingent claims under the real-world measure
Miller, Shane M.
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856795
Saved in:
64
Valuing guaranteed minimum death benefit options in variable annuities under a benchmark approach
Marquardt, Tina Marie
;
Platen, Eckhard
;
Jaschke, Stefan R.
-
2008
Persistent link: https://www.econbiz.de/10003857120
Saved in:
65
Strong predictor-corrector Euler methods for stochastic differential equations
Bruti-Liberati, Nicola
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857121
Saved in:
66
Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857127
Saved in:
67
On honest times in financial modeling
Nikeghbali, Ashkan
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857128
Saved in:
68
Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857129
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69
On the numerical stability of simulation methods for SDES
Platen, Eckhard
;
Shi, Lei
-
2008
Persistent link: https://www.econbiz.de/10003857152
Saved in:
70
Real world pricing for a modified constant elasticity of variance model
Miller, Shane M.
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857174
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