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Hedging
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ECONIS (ZBW)
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Fourier-Cosine method for pricing and hedging insurance derivatives
Goudenège, Ludovic
;
Molent, Andrea
;
Wei, Xiao
; …
- In:
Theoretical economics letters
8
(
2018
)
3
,
pp. 282-291
Persistent link: https://www.econbiz.de/10011822600
Saved in:
2
Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonio
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 38-57
Persistent link: https://www.econbiz.de/10011597137
Saved in:
3
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenege, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10011993464
Saved in:
4
A moments and strike matching binomial algorithm for pricing American Put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in Economics and Finance
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10005396193
Saved in:
5
Monte Carlo methods for pricing and hedging American options in high dimension
Caramellino, Lucia
;
Zanette, Antonino
- In:
Risk and decision analysis
2
(
2010/11
)
4
,
pp. 207-220
Persistent link: https://www.econbiz.de/10009537820
Saved in:
6
New insights on testing the efficiency of methods of pricing and hedging American options
Pressacco, Flavio
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
European journal of operational research : EJOR
185
(
2008
)
1
,
pp. 235-254
Persistent link: https://www.econbiz.de/10003768761
Saved in:
7
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
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