The following pages link to Anna Glazyrina (Q273843):
Displaying 5 items.
- Bernstein's inequalities and their extensions for getting the Black-Scholes option pricing formula (Q273845) (← links)
- Bachelier model with stopping time and its insurance application (Q784430) (← links)
- Quantile hedging in models with dividends and application to equity-linked life insurance contracts (Q2175459) (← links)
- Quadratic hedging of equity-linked life insurance contracts under the real-world measure in discrete time (Q3119649) (← links)
- Quantile hedging in a defaultable market with life insurance applications (Q4990512) (← links)