Martingale Valuation of Cash Flows for Insurance and Interest Models (Q5715974): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/10920277.2004.10596150 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2316037164 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Laser cooling and stochastics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Competitive Equilibrium with Bankruptcy in a Sequence of Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3703001 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3773148 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation of the early-exercise price for options using simulations and nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: No-arbitrage pricing for life insurance and annuities. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transition probability functions for martingale laws of bond prices. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Gaussian Process of Yield Rates Calibrated with Strips / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997507 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794153 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Changes of numéraire, changes of probability measure and option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the inhomogeneous linear stochastic differential equation. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On transformations of actuarial valuation principles. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Payment Measures, Interest, and Discounting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5593890 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3326540 / rank
 
Normal rank
Property / cites work
 
Property / cites work: From actuarial to financial valuation principles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3334692 / rank
 
Normal rank

Latest revision as of 13:42, 11 June 2024

scientific article; zbMATH DE number 2243786
Language Label Description Also known as
English
Martingale Valuation of Cash Flows for Insurance and Interest Models
scientific article; zbMATH DE number 2243786

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references