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Valuation of options on the maximum-minimum of multiple assets, discrete lookback options and equity-indexed annuities
Lin, X. Sheldon - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 95-114
Persistent link: https://www.econbiz.de/10001544326
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Introductory stochastic analysis for finance and insurance
Lin, X. Sheldon - 2006
Persistent link: https://www.econbiz.de/10013490484
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Bounds on contingent claims based on several assets
Boyle, Phelim P. - In: Journal of financial economics 46 (1997) 3, pp. 383-400
Persistent link: https://www.econbiz.de/10001231518
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An insurance risk model with stochastic volatility
Chi, Yichun; Jaimungal, Sebastian; Lin, X. Sheldon - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 52-66
Persistent link: https://www.econbiz.de/10003953303
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Pricing perpetual American catastrophe put options : a penalty function approach
Lin, X. Sheldon; Wang, Tao - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 287-295
Persistent link: https://www.econbiz.de/10009517636
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Move-based hedging of variable annuities : a semi-analytic approach
Lin, X. Sheldon; Wu, Panpan; Wang, Xiao - In: Insurance / Mathematics & economics 71 (2016), pp. 40-49
Persistent link: https://www.econbiz.de/10011630601
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Efficient dynamic hedging for large variable annuity portfolios with multiple underlying assets
Lin, X. Sheldon; Yang, Shuai - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 913-957
Persistent link: https://www.econbiz.de/10012307390