Pages that link to "Item:Q917204"

The following pages link to Weak convergence of random growth processes with applications to insurance (Q917204):

Displaying 16 items.

• An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit (Q253095) (← links)
• Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
• Annealed tail estimates for a Brownian motion in a drifted Brownian potential (Q879248) (← links)
• On the moments of the integrated geometric Brownian motion (Q1639545) (← links)
• An extension of Seshadri's identities for Brownian motion (Q1871298) (← links)
• Pricing vulnerable claims in a Lévy-driven model (Q2255005) (← links)
• Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
• Pension Funding with Moving Average Rates of Return (Q2739850) (← links)
• AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (Q3022037) (← links)
• Long-run growth rate in a random multiplicative model (Q3189951) (← links)
• On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values (Q3417914) (← links)
• The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (Q3978168) (← links)
• BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (Q4372019) (← links)
• The log-normal approximation in financial and other computations (Q4662236) (← links)
• Stochastic Life Annuities (Q5019716) (← links)
• PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY (Q5488975) (← links)