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ECONIS (ZBW)
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1
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
2
Nonlinear expectations of random sets
Molčanov, Il'ja S.
;
Mühlemann, Anja
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 5-41
Persistent link: https://www.econbiz.de/10012433510
Saved in:
3
Stochastic
mortality
models: an infinite-dimensional approach
Tappe, Stefan
;
Weber, Stefan
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 209-248
Persistent link: https://www.econbiz.de/10010235453
Saved in:
4
Equilibrium in risk-sharing games
Anthropelos, Michail
;
Kardaras, Constantinos
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 815-865
Persistent link: https://www.econbiz.de/10011944429
Saved in:
5
Optimal insurance under maxmin expected utility
Birghila, Corina
;
Boonen, Tim J.
;
Ghossoub, Mario
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 467-501
Persistent link: https://www.econbiz.de/10014253653
Saved in:
6
Optimal hedging of demographic risk in life insurance
Norberg, Ragnar
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 197-222
Persistent link: https://www.econbiz.de/10009682286
Saved in:
7
On the forward rate concept in multi-state life insurance
Christiansen, Marcus C.
;
Niemeyer, Andreas
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 295-327
Persistent link: https://www.econbiz.de/10011417945
Saved in:
8
On the free boundary of an annuity purchase
De Angelis, Tiziano
;
Stabile, Gabriele
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 97-137
Persistent link: https://www.econbiz.de/10012023700
Saved in:
9
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Leblanc, Boris
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 109-111
Persistent link: https://www.econbiz.de/10001486629
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10
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices
Brigo, Damiano
;
Mercurio, Fabio
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 147-159
Persistent link: https://www.econbiz.de/10001486694
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