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Valuation of employee stock options using the exercise multiple approach and life tables

Kyng, Timothy; Konstandatos, Otto; Bienek, Tobias - In: Insurance / Mathematics & economics 68 (2016), pp. 17-26

Persistent link: https://www.econbiz.de/10011492438

Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a solvency II perspective

Melisi, Giuseppe; Konstandatos, Otto; Bienek, Tobias - In: Insurance / Mathematics & economics 68 (2016), pp. 27-44

Persistent link: https://www.econbiz.de/10011492441

Financial `metrics for comparing Australian retirement villages

Kyng, Timothy; Pitt, David; Purcal, Sachi; Zhang, Jinhui - In: Accounting & Finance 61 (2021) 4, pp. 5581-5611

Persistent link: https://www.econbiz.de/10012536673

Fair-value analytical valuation of reset executive stock options consistent with IFRS9 requirements

Konstandatos, Otto - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 1, pp. 188-218

Persistent link: https://www.econbiz.de/10012194092

A multi-curve HJM factor model for pricing and risk management

Bienek, Tobias; Deelstra, Griselda; Lichtenstern, Andreas; … - In: Quantitative finance 23 (2023) 11, pp. 1659-1675

Persistent link: https://www.econbiz.de/10014419185

Hedging and valuation of contingent guarantees

Bienek, Tobias - 2019

Persistent link: https://www.econbiz.de/10012062235

A new method of pricing lookback options

Buchen, Peter W.; Konstandatos, Otto - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 245-259

Persistent link: https://www.econbiz.de/10002725467

A new approach to pricing double-barrier options with arbitrary payoffs and exponential boundaries

Buchen, Peter W.; Konstandatos, Otto - In: Applied mathematical finance 16 (2009) 5/6, pp. 497-515

Persistent link: https://www.econbiz.de/10003916660

Two exotic lookback options

Bermin, Hans-Peter; Buchen, Peter W.; Konstandatos, Otto - In: Applied mathematical finance 15 (2008) 3/4, pp. 387-402

Persistent link: https://www.econbiz.de/10003751373

Large Scale and Rooftop Solar Generation in the NEM : A Tale of Two Renewables Strategies

Mwampashi, Muthe Mathias; Nikitopoulos, Christina Sklibosios - 2021

Solar generation has increased dramatically over recent years, breaking world records for meeting 100\% of the electricity demand on occasion in Australia’s National Electricity Market (NEM). Solar output variability coupled with the rooftop solar impact on demand as a behind-the-meter...

Persistent link: https://www.econbiz.de/10013321743