Works matching IS 09492984 AND DT 1999 AND VI 3 AND IP 4
Results: 6
A theory of bonus in life insurance.
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- Finance & Stochastics, 1999, v. 3, n. 4, p. 373, doi. 10.1007/s007800050067
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- Article
Applications of Malliavin calculus to Monte Carlo methods in finance.
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- Finance & Stochastics, 1999, v. 3, n. 4, p. 391
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Minimal realizations of interest rate models.
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- Finance & Stochastics, 1999, v. 3, n. 4, p. 413
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On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation.
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- Finance & Stochastics, 1999, v. 3, n. 4, p. 433, doi. 10.1007/s007800050070
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- Article
On dynamic measures of risk.
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- Finance & Stochastics, 1999, v. 3, n. 4, p. 451
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- Article
Invariant measures for the Musiela equation with deterministic diffusion term.
- Published in:
- Finance & Stochastics, 1999, v. 3, n. 4, p. 483, doi. 10.1007/s007800050072
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- Article