Pages that link to "Item:Q1381457"
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The following pages link to Actuarial bridges to dynamic hedging and option pricing (Q1381457):
Displaying 50 items.
- Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
- Pricing catastrophe swaps: a contingent claims approach (Q654831) (← links)
- Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
- Pricing maturity guarantee with dynamic withdrawal benefit (Q661240) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Risk process with stochastic income and two-step premium rate (Q711315) (← links)
- An actuarial approach to pricing barrier options (Q825309) (← links)
- Robustness of quadratic hedging strategies in finance via Fourier transforms (Q898933) (← links)
- An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk (Q931166) (← links)
- GARCH option pricing: A semiparametric approach (Q938035) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- Actuarial risk measures for financial derivative pricing (Q998266) (← links)
- Closed-form valuations of basket options using a multivariate normal inverse Gaussian model (Q1003824) (← links)
- An economic premium principle in a multiperiod economy. (Q1413269) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350) (← links)
- Pricing equity-indexed annuities with path-dependent options. (Q1423350) (← links)
- On some claims related to Choquet integral risk measures (Q1761861) (← links)
- Arbitrage-free premium calculation for extreme losses using the shot noise process and the Esscher transform (Q1888898) (← links)
- Budget-constrained optimal insurance with belief heterogeneity (Q2010896) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- Ambiguity aversion and an intertemporal equilibrium model of catastrophe-linked securities pricing (Q2276257) (← links)
- Equilibrium asset and option pricing under jump-diffusion model with stochastic volatility (Q2319098) (← links)
- Valuation of an option using non-parametric methods (Q2328782) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Valuing equity-linked death benefits and other contingent options: a discounted density approach (Q2444708) (← links)
- Dynamic Greeks (Q2507616) (← links)
- Insurance guaranty premiums and exchange options (Q2690071) (← links)
- Quantification of Model Risk in Quadratic Hedging in Finance (Q2801795) (← links)
- LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS (Q3008487) (← links)
- Hans U. Gerber and Elias S. W. Shiu’s Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4) (Q3385440) (← links)
- Reply to Hans U. Gerber and Elias S. W. Shiu on Their Discussion on Our Paper Entitled "Agricultural Insurance Ratemaking: Development of a New Premium Principle" (Q3385441) (← links)
- Abylay Zhexembay's Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4) (Q3385443) (← links)
- Pricing of Spread Options on a Bivariate Jump Market and Stability to Model Risk (Q4682471) (← links)
- Perpetual Exchange Options under Jump-Diffusion Dynamics (Q4682489) (← links)
- Valuation of Discrete Dynamic Fund Protection Under Lévy Processes (Q5029063) (← links)
- “Valuation of Discrete Dynamic Fund Protection under Lévy Processes,” Hoi Ying Wong and Ka Wai Lam, April 2009 (Q5029092) (← links)
- Quanto option pricing with a jump diffusion process (Q5082959) (← links)
- Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility (Q5097222) (← links)
- VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (Q5140077) (← links)
- Discussion on “A General Semi-Markov Model for Coupled Lifetimes,” by Min Ji and Rui Zhou, Volume 23(1) (Q5140101) (← links)
- Exchange option pricing in jump-diffusion models based on esscher transform (Q5154104) (← links)
- A Lévy process for the GNIG probability law with 2nd order stochastic volatility and applications to option pricing (Q5189716) (← links)
- Asymmetrically tempered stable distributions with applications to finance (Q5227569) (← links)
- On the expectation of total discounted operating costs up to default and its applications (Q5320662) (← links)
- Discussion on “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty,” by Ya-Wen Hwang, Shih-Chieh Chang, and Yang-Che Wu, Volume 19(2) (Q5379171) (← links)
- A note on convergence of option prices and their Greeks for Lévy models (Q5410820) (← links)
- Pricing Lookback Options and Dynamic Guarantees (Q5715904) (← links)
