Pages that link to "Item:Q1381457"
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The following pages link to Actuarial bridges to dynamic hedging and option pricing (Q1381457):
Displayed 33 items.
- Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
- Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Risk process with stochastic income and two-step premium rate (Q711315) (← links)
- An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Actuarial risk measures for financial derivative pricing (Q998266) (← links)
- Closed-form valuations of basket options using a multivariate normal inverse Gaussian model (Q1003824) (← links)
- An economic premium principle in a multiperiod economy. (Q1413269) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350) (← links)
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform (Q1888898) (← links)
- Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing (Q2276257) (← links)
- Dynamic Greeks (Q2507616) (← links)
- LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (Q3008487) (← links)
- A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing (Q5189716) (← links)
- On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
- Pricing Lookback Options and Dynamic Guarantees (Q5715904) (← links)
- Pricing Perpetual Fund Protection with Withdrawal Option (Q5715912) (← links)
- “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 (Q5715932) (← links)
- Investing for Retirement (Q5718087) (← links)
- Valuing Equity-Indexed Annuities (Q5718140) (← links)
- “Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000 (Q5718198) (← links)
- State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates (Q5718223) (← links)
- “Valuing Equity-Indexed Annuities,” Serena Tiong, October 2000 (Q5718229) (← links)
- Skewness and Stock Option Prices (Q5718262) (← links)
- Valuation of contingent-claims characterising particular pension schemes (Q5942776) (← links)