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Note on 'Improved Frechet Boun...
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111
On the martingale property in stochastic volatility models based on time-homogeneous diffusions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
Mathematical finance : an international journal of …
27
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2017
)
1
,
pp. 194-223
Persistent link: https://www.econbiz.de/10011739452
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112
Catastrophe aversion and risk equity in an interdependent world
Bernard, Carole
;
Rheinberger, Christoph M.
;
Treich, Nicolas
- In:
Management science : journal of the Institute for …
64
(
2018
)
10
,
pp. 4490-4504
Persistent link: https://www.econbiz.de/10011932558
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113
Pricing derivatives with barriers in a stochastic interest rate environment
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2903-2938
Persistent link: https://www.econbiz.de/10003775152
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114
Insurance market effects of risk management metrics
Bernard, Carole
;
Tian, Weidong
- In:
The Geneva risk and insurance review
35
(
2010
)
1
,
pp. 47-80
Persistent link: https://www.econbiz.de/10008664053
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115
Locally capped investment products and the retail investor
Bernard, Carole
;
Boyle, Phelim P.
;
Gornall, William
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 72-88
Persistent link: https://www.econbiz.de/10009229660
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116
Pricing timer options
Bernard, Carole
;
Cui, Zhenyu
- In:
The journal of computational finance
15
(
2011/12
)
1
,
pp. 69-104
Persistent link: https://www.econbiz.de/10009382523
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117
Asset risk management of participating contracts
Bernard, Carole
;
Le Courtois, Olivier
- In:
Asia-Pacific journal of risk and insurance : APJRI
6
(
2012
)
2
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pp. 1-21
Persistent link: https://www.econbiz.de/10010126513
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118
An optimal insurance design problem under Knightian uncertainty
Bernard, Carole
;
Ji, Shaolin
;
Tian, Weidong
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
2
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pp. 99-124
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119
Optimal surrender policy for variable annuity guarantees
Bernard, Carole
;
MacKay, Anne
;
Muehlbeyer, Max
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 116-128
Persistent link: https://www.econbiz.de/10010366198
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120
Prices and asymptotics for discrete variance swaps
Bernard, Carole
;
Cui, Zhenyu
- In:
Applied mathematical finance
21
(
2014
)
1/2
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pp. 140-173
Persistent link: https://www.econbiz.de/10010352006
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