Search results
From MaRDI portal
- INVARIANCE AND CONTINGENT CLAIM PRICING 2008-09-03 Paper LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS 2008-09-03...10 bytes (18 words) - 13:39, 13 December 2023
- Publication Date of Publication Type PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS 1999-05-26 Paper...10 bytes (16 words) - 20:29, 26 December 2023
- Publication Date of Publication Type PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS 1999-05-26 Paper Numerical Valuation of High Dimensional Multivariate...10 bytes (16 words) - 10:59, 6 October 2023
- INVARIANCE AND CONTINGENT CLAIM PRICING 2008-09-03 Paper LOCAL SCALE INVARIANCE AND CONTINGENT CLAIM PRICING II: PATH-DEPENDENT CONTINGENT CLAIMS 2008-09-03...10 bytes (20 words) - 15:22, 24 September 2023
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims 2006-06-09 Paper On accounting standards and fair valuation...10 bytes (19 words) - 03:31, 7 October 2023
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims 2006-06-09 Paper https://portal.mardi4nfdi.de/entity/Q5467669...10 bytes (18 words) - 22:19, 8 December 2023
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims 2006-06-09 Paper A Multiple State Model for Disability Using...10 bytes (16 words) - 22:19, 8 December 2023
- demand information in supply chains 2012-08-16 Paper Pricing Claims Under GARCH-Level Dependent Interest Rate Processes 2012-02-19 Paper Option and forward...10 bytes (18 words) - 16:11, 11 December 2023
- non-Markovian diffusions and a path-dependent Eikonal equation 2016-10-26 Paper Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II 2016-09-30...10 bytes (17 words) - 00:53, 10 December 2023
- TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING 2010-04-22 Paper Pricing financial claims contingent upon an underlying asset monitored...10 bytes (16 words) - 10:34, 7 October 2023
- Offering the Reset Feature 2006-01-05 Paper Robust numerical methods for contingent claims under jump diffusion processes 2005-03-21 Paper https://portal.mardi4nfdi...10 bytes (17 words) - 15:07, 8 December 2023
- numerical methods for valuing path-dependent options using interpolation 2003-12-04 Paper A finite volume approach for contingent claims valuation 2002-09-04 Paper...10 bytes (16 words) - 15:23, 24 September 2023
- continuous path-dependent options 1999-09-14 Paper https://portal.mardi4nfdi.de/entity/Q4352620 1998-09-20 Paper Hedging American contingent claims with constrained...10 bytes (18 words) - 09:44, 7 October 2023
- fully nonlinear parabolic path dependent PDEs. II 2016-09-30 Paper Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. 2016-05-12 Paper...10 bytes (16 words) - 10:26, 7 October 2023
- conditional value-at-risk (CVaR) constraint 2023-12-14 Paper Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark...10 bytes (16 words) - 13:30, 7 October 2023
- conditional value-at-risk (CVaR) constraint 2023-12-14 Paper Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark...10 bytes (17 words) - 13:30, 7 October 2023
- compound Poisson model 2023-06-16 Paper Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models 2023-06-09 Paper...10 bytes (17 words) - 16:09, 10 December 2023
- viewed through rough paths 2017-06-29 Paper Stein type characterization for \(G\)-normal distributions 2017-05-02 Paper BSDE, path-dependent PDE and nonlinear...10 bytes (17 words) - 18:18, 8 December 2023
- hidden time changes 2002-11-21 Paper Time changes, Laplace transforms and path-dependent options 2002-06-16 Paper https://portal.mardi4nfdi.de/entity/Q4524250...10 bytes (17 words) - 12:13, 9 December 2023
- models by optimal transport 2023-09-28 Paper VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH 2022-09-22...10 bytes (16 words) - 00:44, 25 September 2023