Alexander van Haastrecht
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility Insurance Mathematics & Economics | 2012-02-10 | Paper |
| Valuation of guaranteed annuity options using a stochastic volatility model for equity prices Insurance Mathematics & Economics | 2012-02-10 | Paper |
| Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility Quantitative Finance | 2011-06-07 | Paper |
| Efficient, almost exact simulation of the Heston stochastic volatility model International Journal of Theoretical and Applied Finance | 2010-05-19 | Paper |
Research outcomes over time
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