Pages that link to "Item:Q1381457"

The following pages link to Actuarial bridges to dynamic hedging and option pricing (Q1381457):

Displaying 38 items.

• Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
• Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
• Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
• Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
• Decision principles derived from risk measures (Q661251) (← links)
• Option pricing and Esscher transform under regime switching (Q665552) (← links)
• Risk process with stochastic income and two-step premium rate (Q711315) (← links)
• An actuarial approach to pricing barrier options (Q825309) (← links)
• Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
• An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166) (← links)
• GARCH option pricing: A semiparametric approach (Q938035) (← links)
• On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
• Actuarial risk measures for financial derivative pricing (Q998266) (← links)
• Closed-form valuations of basket options using a multivariate normal inverse Gaussian model (Q1003824) (← links)
• An economic premium principle in a multiperiod economy. (Q1413269) (← links)
• Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
• The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
• Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350) (← links)
• Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
• On some claims related to Choquet integral risk measures (Q1761861) (← links)
• Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform (Q1888898) (← links)
• Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
• Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
• Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing (Q2276257) (← links)
• Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
• Valuation of an option using non-parametric methods (Q2328782) (← links)
• Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
• Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
• Dynamic Greeks (Q2507616) (← links)
• Insurance guaranty premiums and exchange options (Q2690071) (← links)
• Quantification of Model Risk in Quadratic Hedging in Finance (Q2801795) (← links)
• LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (Q3008487) (← links)
• Hans U. Gerber and Elias S. W. Shiu’s Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4) (Q3385440) (← links)
• Reply to Hans U. Gerber and Elias S. W. Shiu on Their Discussion on Our Paper Entitled "Agricultural Insurance Ratemaking: Development of a New Premium Principle" (Q3385441) (← links)
• Abylay Zhexembay's Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4) (Q3385443) (← links)
• VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (Q5140077) (← links)
• On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
• European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)