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subject:"Option pricing theory"
~isPartOf:"Scandinavian actuarial journal"
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Option pricing theory
Finanzmathematik
8
Mathematical finance
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Theorie
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Theory
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Lebensversicherung
3
Life insurance
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Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Private retirement provision
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Actuarial mathematics
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Discounting
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Fourier cosine series expansion
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Heavy-tailed random sums
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Hedging
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Incomplete information
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Laplace transform
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Lévy insurance risk model
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Market-consistent valuation
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Markov chain
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Markov-Kette
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Ceci, Claudia
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Scandinavian actuarial journal
Insurance / Mathematics & economics
17
Universitext
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The journal of computational finance
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Wiley finance series
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Springer finance
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Chapman & Hall/CRC financial mathematics series
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Lecture notes in economics and mathematical systems : LNEMS
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A Chapman & Hall book
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Finance and stochastics
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International journal of financial engineering
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Lecture notes in mathematics : a collection of informal reports and seminars
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Paris Princeton lectures on mathematical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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SFB 649 discussion paper
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The Wiley Finance Ser
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Astin bulletin : the journal of the International Actuarial Association
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International journal of theoretical and applied finance
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ASTIN bulletin : the journal of the International Actuarial Association
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CESifo working papers
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Chapman and Hall / CRC Financial Mathematics Series
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Competence Center Finanz- und Bankmanagement : ccfb
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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European journal of operational research : EJOR
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Financial Engineering Explained
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Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
Ai, Meiqiao
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2023
(
2023
)
4
,
pp. 330-358
Persistent link: https://www.econbiz.de/10014336388
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2
Indifference pricing of pure endowments via BSDEs under partial information
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 904-933
Persistent link: https://www.econbiz.de/10012313747
Saved in:
3
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
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