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Callable barrier reverse convertible securities

Detemple, Jérôme B.; Kitapbayev, Yerkin - In: Quantitative finance 21 (2021) 9, pp. 1519-1532

Persistent link: https://www.econbiz.de/10012624152

Pricing resettable convertible bonds using an integral equation approach

Lin, Sha; Zhu, Song-Ping - In: IMA journal of management mathematics 31 (2020) 4, pp. 417-443

Persistent link: https://www.econbiz.de/10012314042

Exponential utility maximization for an insurer with time-inconsistent preferences

Zhao, Qian; Wang, Rongming; Wei, Jiaqin - In: Insurance / Mathematics & economics 70 (2016), pp. 89-104

Persistent link: https://www.econbiz.de/10011597189

A functional analysis approach to the static replication of European options

Bossu, Sébastien; Carr, Peter; Papanicolaou, Andrew - In: Quantitative finance 21 (2021) 4, pp. 637-655

Persistent link: https://www.econbiz.de/10012483843

Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization

Carrasco, Marine; Florens, Jean-Pierre; Renault, Eric - In: Handbook of econometrics : volume 6B, (pp. 5633-5751). 2007

Inverse problems can be described as functional equations where the value of the function is known or easily estimable but the argument is unknown. Many problems in econometrics can be stated in the form of inverse problems where the argument itself is a function. For example, consider a...

Persistent link: https://www.econbiz.de/10014024938

Pricing callable-puttable convertible bonds with an integral equation approach

Lin, Sha; Zhu, Song-Ping - In: The journal of futures markets 42 (2022) 10, pp. 1856-1911

Persistent link: https://www.econbiz.de/10013465827

Optimal entry decision of unemployment insurance under partial information

Xing, Jie; Ma, Jingtang; Yang, Wensheng - In: Insurance / Mathematics & economics 110 (2023), pp. 31-52

Persistent link: https://www.econbiz.de/10014282480