Default risk, bankruptcy procedures and the market value of life insurance liabilities (Q995500): Difference between revisions

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+Computational Science - ICCS 2004
@@ Property / cites work: Computational Science - ICCS 2004 / rank @@
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+PRICING PARISIAN-STYLE OPTIONS WITH A LATTICE METHOD
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+Market value of life insurance contracts under stochastic interest rates and default risk
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Q4714465
@@ Property / cites work: Q4714465 / rank @@
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+Brownian Excursions and Parisian Barrier Options
@@ Property / cites work: Brownian Excursions and Parisian Barrier Options / rank @@
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+A combinatorial approach for pricing Parisian options.
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+THE FEYNMAN–KAC FORMULA AND PRICING OCCUPATION TIME DERIVATIVES
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+On accounting standards and fair valuation of life insurance and pension liabilities
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+On a generalization of the arc-sine law
@@ Property / cites work: On a generalization of the arc-sine law / rank @@
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