Narrow search
Showing 1 - 10 of 33
Cover Image
Valuation and hedging of participating life-insurance policies under management discretion
Kleinow, Torsten - In: Insurance / Mathematics & economics 44 (2009) 1, pp. 78-87
Persistent link: https://www.econbiz.de/10009517657
Cover Image
Hedging and valuation of contingent guarantees
Bienek, Tobias - 2019
Persistent link: https://www.econbiz.de/10012062235
Cover Image
Pricing and hedging for incomplete jump diffusion benchmark models
Platen, Eckhard - 2003
Persistent link: https://www.econbiz.de/10002250936
Cover Image
Real world pricing of long term contracts
Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10008662357
Cover Image
On the pricing and hedging of long dated zero coupon bonds
Platen, Eckhard - 2006
Persistent link: https://www.econbiz.de/10003384030
Cover Image
Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001619289
Cover Image
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.; Platen, Eckhard; Schweizer, Martin - In: Mathematical finance : an international journal of … 11 (2001) 4, pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Cover Image
Consistent pricing and hedging for a modified constant elasticity of variance model
Heath, David C.; Platen, Eckhard - 2002
Persistent link: https://www.econbiz.de/10001732832
Cover Image
Perfect hedging of index derivatives under a minimal market model
Heath, David C.; Platen, Eckhard - In: International journal of theoretical and applied finance 5 (2002) 7, pp. 757-774
Persistent link: https://www.econbiz.de/10001743251
Cover Image
Currency derivatives under a minimal market model with random scaling
Heath, David C.; Platen, Eckhard - 2005
Persistent link: https://www.econbiz.de/10002765054