scientific article; zbMATH DE number 5159153

zbMATH Open1117.62116MaRDI QIDQ3441240FDOQ3441240

Authors: M. M. Moliboga, Victoria S. Skornyakova, Alexander Melnikov 

Publication date: 29 May 2007

Full work available at URL: http://www.ams.org/tpms/2006-73-00/S0094-9000-07-00685-0/home.html

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic volatilityfinancial marketBlack and Scholes formula

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (3)

• Implicit options in life insurance contracts
• On pricing and reserving with-profits life insurance contracts
• Zur Bewertung von Versicherung als Option

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