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A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro, (2020)
Indifference pricing of pure endowments via BSDEs under partial information
Ceci, Claudia, (2020)
Effect of variance swap in hedging volatility risk
Shen, Yang, (2020)
Analysing the determinants of insolvency risk for general insurance firms in the UK
Caporale, Guglielmo Maria, (2017)
Analysing the determinants of credit risk for general insurance firms in the UK
Caporale, Guglielmo Maria, (2016)
Analysing the determinants of credit risk for General Insurance firms in the UK