scientific article; zbMATH DE number 5284332
From MaRDI portal
Publication:3501648
zbMATH Open1150.91356MaRDI QIDQ3501648FDOQ3501648
Authors: Yingdong Deng, Yunzheng Fan, Qizhi He 
Publication date: 3 June 2008
Title of this publication is not available (Why is that?)
Recommendations
- Pragmatic insurance option pricing
- Actuarial bridges to dynamic hedging and option pricing
- Analytical approximations for prices of swap rate dependent embedded options in insurance products
- Stochastic time changes in catastrophe option pricing
- Risk adjustments of option prices under time-changed dynamics
- Pricing long-dated insurance contracts with stochastic interest rates and stochastic volatility
- OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS
- Pricing of generalized compound options with random execution time
Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cited In (4)
- Insurance guaranty premiums and exchange options
- Actuarial approach to option pricing in a fractional Black-Scholes model with time-dependent volatility
- The actuarial pricing of option based on the nonparametric estimation for B-S model under the stochastic interest rates
- Pricing formulae for derivatives in insurance using Malliavin calculus
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3501648)
