Alexander van Haastrecht

Available identifiers

zbMath Open van-haastrecht.alexanderMaRDI QIDQ659165

List of research outcomes

Publication	Date of Publication	Type
Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility	2012-02-10	Paper
Valuation of guaranteed annuity options using a stochastic volatility model for equity prices	2012-02-10	Paper
Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility	2011-06-07	Paper
Efficient, almost exact simulation of the Heston stochastic volatility model	2010-05-19	Paper

Research outcomes over time

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