The following pages link to Antoon Pelsser (Q375260):
Displaying 37 items.
- (Q163425) (redirect page) (← links)
- A tractable yield-curve model that guarantees positive interest rates (Q375261) (← links)
- A comparison of single factor Markov-functional and multi factor market models (Q541589) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility (Q659168) (← links)
- Valuation of guaranteed annuity options using a stochastic volatility model for equity prices (Q661249) (← links)
- On the information in the interest rate term structure and option prices (Q704010) (← links)
- Pricing rate of return guarantees in regular premium unit linked insurance (Q704417) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Analytical approximations for prices of swap rate dependent embedded options in insurance products (Q1003826) (← links)
- Transaction costs and efficiency of portfolio strategies (Q1278207) (← links)
- Pricing and hedging guaranteed annuity options via static option replication. (Q1423359) (← links)
- Robust evaluation of SCR for participating life insurances under Solvency II (Q1742714) (← links)
- Pricing double barrier options using Laplace transforms (Q1979080) (← links)
- Optimal dividends and ALM under unhedgeable risk (Q2015618) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- Quantifying ambiguity bounds via time-consistent sets of indistinguishable models (Q2242978) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- The difference between LSMC and replicating portfolio in insurance liability modeling (Q2356640) (← links)
- Sustainability of participation in collective pension schemes: an option pricing approach (Q2397865) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- (Q2760400) (← links)
- Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360) (← links)
- On the Applicability of the Wang Transform for Pricing Financial Risks (Q3395769) (← links)
- PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS (Q3423401) (← links)
- EFFICIENT, ALMOST EXACT SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL (Q3560077) (← links)
- (Q4221326) (← links)
- (Q4504336) (← links)
- Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis (Q4530195) (← links)
- Mathematical foundation of convexity correction (Q4647241) (← links)
- Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model (Q4981886) (← links)
- Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
- Level–Slope–Curvature – Fact or Artefact? (Q5297931) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- Markov-functional interest rate models (Q5926473) (← links)
- A market- and time-consistent extension for the EIOPA risk-margin (Q6201515) (← links)
- A gradient method for high-dimensional BSDEs (Q6554575) (← links)
