The following pages link to Antje Mahayni (Q315104):
Displayed 12 items.
- Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
- Tractable hedging with additional hedge instruments (Q539149) (← links)
- Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
- On the optimal design of insurance contracts with guarantees (Q659256) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk (Q1627633) (← links)
- Robustness of stable volatility strategies (Q1657466) (← links)
- Time-consistency of optimal investment under smooth ambiguity (Q2030310) (← links)
- Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
- Optimal collective investment: an analysis of individual welfare (Q2690074) (← links)
- Primal–dual linear Monte Carlo algorithm for multiple stopping—an application to flexible caps (Q5397436) (← links)
- Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867) (← links)