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Anlageverhalten
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Behavioural finance
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Finite Differences Method
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Large Investor
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Lebensversicherung
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Life insurance
1
Margrabe Option
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Option pricing theory
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Option trading
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Bølviken, Erik
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Proske, Frank
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Rubtsov, Mark
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Journal of mathematical finance
Scandinavian actuarial journal
3
Scandinavian journal of statistics : SJS ; theory and applications
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Insurance / Mathematics & economics
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International series on actuarial science
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Scandinavian Journal of Statistics
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Pricing of margrabe options for large investors with application to asset-liability management in life insurance
Bølviken, Erik
;
Proske, Frank
;
Rubtsov, Mark
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 113-122
Persistent link: https://www.econbiz.de/10010380906
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