The concept of comonotonicity in actuarial science and finance: applications. (Q1413349): Difference between revisions

@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+An analytical inversion of a Laplace transform related to annuities certain
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
+Normal rank
@@ Property / cites work @@
+Actuarial bridges to dynamic hedging and option pricing
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Upper and lower bounds for sums of random variables
+Normal rank
@@ Property / cites work @@
+Q5461830
@@ Property / cites work: Q5461830 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3779956
@@ Property / cites work: Q3779956 / rank @@
+Normal rank
@@ Property / cites work @@
+The present value of a stochastic perpetuity and the gamma distribution
+Normal rank
@@ Property / cites work @@
+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
+Normal rank