Pricing equity-linked pure endowments with risky assets that follow Lévy processes (Q882858): Difference between revisions

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+Processes of normal inverse Gaussian type
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+Option pricing with transaction costs and a nonlinear Black-Scholes equation
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+The Pricing of Options and Corporate Liabilities
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+Q4221330
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+Normal rank
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+Pricing contingent claims on stocks driven by Lévy processes
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+European Option Pricing with Transaction Costs
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+Normal rank
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+Exponential Hedging and Entropic Penalties
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+Q4032143
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+Q3974816
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+Q3815091
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+Normal rank
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+Martingales and stochastic integrals in the theory of continuous trading
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+Optimum consumption and portfolio rules in a continuous-time model
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+Option pricing when underlying stock returns are discontinuous
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+Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
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+Risk-minimizing hedging strategies for insurance payment processes
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+Pricing equity-linked pure endowments via the principle of equivalent utility.
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+Risk Aversion in the Small and in the Large
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+Pricing Via Utility Maximization and Entropy
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+The normal inverse gaussian lévy process: simulation and approximation
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+Q4937701
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+Normal rank
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+Approximation pricing and the variance-optimal martingale measure
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+Valuing Equity-Indexed Annuities
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+Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility
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+Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
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