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~isPartOf:"Mathematics and financial economics"
~person:"Biagini, Francesca"
~person:"Lukkarinen, Jani"
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Martingal
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Martingale
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Risk
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Affine mortality structure
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Arbitrage Pricing
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Arbitrage Riemann-Stieltjes integral
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Biagini, Francesca
Lukkarinen, Jani
Criens, David
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Campi, Luciano
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Mathematics and financial economics
Finance and stochastics
2
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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Arbitrage without borrowing or short selling?
Lukkarinen, Jani
;
Pakkanen, Mikko S.
- In:
Mathematics and financial economics
11
(
2017
)
3
,
pp. 263-274
Persistent link: https://www.econbiz.de/10011900556
Saved in:
2
Risk-minimization for life insurance liabilities with basis risk
Biagini, Francesca
;
Rheinländer, Thorsten
;
Schreiber, Irene
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 151-178
Persistent link: https://www.econbiz.de/10011485900
Saved in:
3
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
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