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A mixed bond and equity fund model for the valuation of variable annuities
Augustyniak, Maciej, (2021)
Kapitalmarktmodelle zur Bestimmung erwarteter Renditen festverzinslicher Wertpapiere
Langewand, Jens, (2000)
Asset pricing at the millennium
Campbell, John Y., (2000)
Utility correlations in probabilistic choice modelling
Madan, Dilip B., (1986)
Optimal duration and speed in the long run
Madan, Dilip B., (1987)
Risk measurement in semimartingale models with multiple consumption goods
Madan, Dilip B., (1988)