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Option trading
Option pricing theory
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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ECONIS (ZBW)
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Evaluation of equity-linked products in the presence of policyholder surrender option using risk-control strategies
Gaillardetz, Patrice
;
Hachem, Saeb
;
Moghtadai, Mehran
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10013187283
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2
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
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3
American option evaluations using higher moments
Gaillardetz, Patrice
;
Hachem, Saeb el
- In:
Studies in economics and finance
41
(
2024
)
5
,
pp. 981-997
Persistent link: https://www.econbiz.de/10015199615
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