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
This page was built for person: Alexander van Haastrecht
