PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE (Q4673847): Difference between revisions

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+https://doi.org/10.1111/j.0960-1627.2004.00195.x
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+W3125077141
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+Pricing of Unit-linked Life Insurance Policies
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+Pricing equity-linked life insurance with endogenous minimum guarantees
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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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+Bounds on process of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
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+Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
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+Catastrophe Risk Bonds
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+On the pricing of contingent claims under constraints
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+Equity-linked life insurance: A model with stochastic interest rates
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+Valuing Equity-Indexed Annuities
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+Insurance pricing and increased limits ratemaking by proportional hazards transforms
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+The Mathematics of Financial Derivatives
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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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