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Life insurance contracts with embedded options
Løchte Jørgensen, Peter (contributor) - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
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Lognormal approximation of complex path-dependent pension scheme payoffs
Løchte Jørgensen, Peter - In: The European journal of finance 13 (2007) 7/8, pp. 595-619
Persistent link: https://www.econbiz.de/10003609931
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Life insurance liabilities at market value
Grosen, Anders (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
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Life insurance liabilities at market value
Grosen, Anders; Løchte Jørgensen, Peter - 2001
Persistent link: https://www.econbiz.de/10001613879
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The value and incentives of option-based compensation in Danish listed companies
Bechmann, Ken L. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784592
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The value and incentives of option-based compensation in Danish listed companies
Bechmann, Ken L. (contributor);  … - 2003 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748922
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Life insurance liabilities at market value : an analysis of insolvency risk, bonus policy, and regulatory intervention rules in a barrier option framework
Grosen, Anders; Løchte Jørgensen, Peter - In: The journal of risk and insurance : the journal of the … 69 (2002) 1, pp. 63-91
Persistent link: https://www.econbiz.de/10001671252
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Time charters with purchase options in shipping: valuation and risk management
Løchte Jørgensen, Peter (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003781288
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Time charters with purchase options in shipping : valuation and risk management
Løchte Jørgensen, Peter; Giovanni, Domenico de - In: Applied mathematical finance 17 (2010) 5/6, pp. 399-430
Persistent link: https://www.econbiz.de/10008797257
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Analytical Valuation of American-Style Asian Options
Hansen, Asbjorn T. - 2013
This article derives the first analytical pricing formulas for American-style Asian options of the so-called floating strike type. Geometric as well as arithmetic averaging is considered. The setup is a standard Black-Scholes framework where the price of the underlying security evolves according...
Persistent link: https://www.econbiz.de/10013089302