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Robust libor modelling and pricing of derivative products
Schoenmakers, John - 2005
Persistent link: https://www.econbiz.de/10001984160
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The risk management of minimum return guarantees
Mahayni, Antje (contributor); Schlögel, Erik (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001970344
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The risk management of minimum return guarantees
Mahayni, Antje; Schlögl, Erik - 2003
Persistent link: https://www.econbiz.de/10002250900
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Tractable hedging with additional hedge instruments
Branger, Nicole; Mahayni, Antje - In: Review of derivatives research 14 (2011) 1, pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
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Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten
Mahayni, Antje; Suchanecki, Michael - In: Journal of business economics : JBE 76 (2006) 4, pp. 347-372
Persistent link: https://www.econbiz.de/10003311520
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Robustness of stable volatility strategies
Branger, Nicole; Mahayni, Antje; Zieling, Daniel - In: Journal of economic dynamics & control 60 (2015), pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
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The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
Mahayni, Antje; Muck, Matthias - In: Review of derivatives research 20 (2017) 3, pp. 281-308
Persistent link: https://www.econbiz.de/10011936007
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Minimum return rate guarantees under default risk : optimal design of quantile guarantees
Mahayni, Antje; Lubos, Oliver; Offermann, Sascha - In: Review of managerial science : RMS 15 (2021) 7, pp. 1821-1848
Persistent link: https://www.econbiz.de/10012659881
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Stable implied calibration of a multi-factor LIBOR model via semi-parametric correlation structure
Schoenmakers, John (contributor); Coffey, Brian (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544421