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 14 items.
- A note on convergence of option prices and their Greeks for Lévy models (Q5410820) (← links)
- Pricing Lookback Options and Dynamic Guarantees (Q5715904) (← links)
- Pricing Perpetual Fund Protection with Withdrawal Option (Q5715912) (← links)
- “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 (Q5715932) (← links)
- Investing for Retirement (Q5718087) (← links)
- Valuing Equity-Indexed Annuities (Q5718140) (← links)
- “Pricing Dynamic Investment Fund Protection,” Hans U. Gerber and Gérard Pafumi, April 2000 (Q5718198) (← links)
- State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates (Q5718223) (← links)
- “Valuing Equity-Indexed Annuities,” Serena Tiong, October 2000 (Q5718229) (← links)
- Skewness and Stock Option Prices (Q5718262) (← links)
- Pricing and Hedging Variable Annuity Guarantees with Multiasset Stochastic Investment Models (Q5742633) (← links)
- Valuation of contingent-claims characterising particular pension schemes (Q5942776) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
- Cost-efficient payoffs under model ambiguity (Q6619586) (← links)