The following pages link to Jan Liinev (Q704414):
Displayed 7 items.
- Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables (Q704415) (← links)
- Item:Q704414 (redirect page) (← links)
- Pricing of arithmetic basket options by conditioning. (Q1430672) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- On the distributional distance between the lognormal LIBOR and swap market models (Q3375384) (← links)
- The Lévy Swap Market Model (Q5297934) (← links)
- Diagnostic test analyses in search of their gold standard: latent class analyses with random effects (Q5424014) (← links)