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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Prisfastsættelse af amerikanske optioner
Løchte Jørgensen, Peter
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000868615
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2
The valuation of interest rate guarantees : an application of American option pricing theory
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1995
Persistent link: https://www.econbiz.de/10000918087
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3
American option pricing
Løchte Jørgensen, Peter
-
1994
Persistent link: https://www.econbiz.de/10000898807
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4
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1999
Persistent link: https://www.econbiz.de/10001375327
Saved in:
5
Life insurance liabilities at market value
Grosen, Anders
;
Løchte Jørgensen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001613879
Saved in:
6
A finite difference approach to the valuation of path dependent life insurance liabilities
Jensen, Bjarke
;
Løchte Jørgensen, Peter
;
Grosen, Anders
-
2001
Persistent link: https://www.econbiz.de/10001613883
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