The following pages link to (Q3501648):
Displaying 4 items.
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- Insurance guaranty premiums and exchange options (Q2690071) (← links)
- Actuarial approach to option pricing in a fractional Black-Scholes model with time-dependent volatility (Q2866791) (← links)
- The actuarial pricing of option based on the nonparametric estimation for B-S model under the stochastic interest rates (Q4625483) (← links)