1![A Law of Large Numbers approach to valuation in life insurance Tom Fischer∗ Heriot-Watt University, Edinburgh First version: March 17, 2003 This version: February 17, 2006 A Law of Large Numbers approach to valuation in life insurance Tom Fischer∗ Heriot-Watt University, Edinburgh First version: March 17, 2003 This version: February 17, 2006](https://www.pdfsearch.io/img/de43ec241c5363c49eb593848f7948f2.jpg) | Add to Reading ListSource URL: www.statistik-mathematik.uni-wuerzburg.deLanguage: English - Date: 2014-02-26 07:25:48
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2![Energy Spot Price Models and Spread Options Pricing Samuel Hikspoors and Sebastian Jaimungal ∗ a Energy Spot Price Models and Spread Options Pricing Samuel Hikspoors and Sebastian Jaimungal ∗ a](https://www.pdfsearch.io/img/cdd96559d77316c1e8171ca1df0dee0f.jpg) | Add to Reading ListSource URL: www.bbk.ac.ukLanguage: English - Date: 2007-03-27 13:47:18
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3![Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set Carlo Sala∗ Giovanni Barone-Adesi† Sentiment Lost: the Effect of Projecting the Empirical Pricing Kernel onto a Smaller Filtration Set Carlo Sala∗ Giovanni Barone-Adesi†](https://www.pdfsearch.io/img/2a60482446adfde06fc01aa49d4fd5f0.jpg) | Add to Reading ListSource URL: www.cb.cityu.edu.hkLanguage: English - Date: 2016-07-08 02:30:24
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4![PRICING OF SWING OPTIONS IN A MEAN REVERTING MODEL WITH JUMPS MATS KJAER G¨ oteborg University Abstract. We investigate the pricing of swing options in a model where the PRICING OF SWING OPTIONS IN A MEAN REVERTING MODEL WITH JUMPS MATS KJAER G¨ oteborg University Abstract. We investigate the pricing of swing options in a model where the](https://www.pdfsearch.io/img/9836ed8357b42f0ec5716ab6217ff98a.jpg) | Add to Reading ListSource URL: www.bbk.ac.ukLanguage: English - Date: 2007-03-27 13:47:19
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5![(Almost) Model-Free Recovery ∗ Paul Schneider†and Fabio Trojani‡ January 9, 2016 (Almost) Model-Free Recovery ∗ Paul Schneider†and Fabio Trojani‡ January 9, 2016](https://www.pdfsearch.io/img/6f19de276111aac0495fd2805b2f31fc.jpg) | Add to Reading ListSource URL: www.cb.cityu.edu.hkLanguage: English - Date: 2016-07-08 02:31:25
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6![An Anatomy of the Equity Premium∗ Paul Schneider† January 9, 2016 Abstract This paper introduces a decomposition of the forward market return in terms of higher-order realized, and option-implied risk aversion, conne An Anatomy of the Equity Premium∗ Paul Schneider† January 9, 2016 Abstract This paper introduces a decomposition of the forward market return in terms of higher-order realized, and option-implied risk aversion, conne](https://www.pdfsearch.io/img/0ff575614af1d6aa44ed09d02759bf23.jpg) | Add to Reading ListSource URL: www.cb.cityu.edu.hkLanguage: English - Date: 2016-07-08 02:31:01
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7![ANALYSIS technical How to value a coco Converting default risk into conversion risk provides a method for valuing contingent convertibles, according to Patrick Cheridito and Zhikai Xu ANALYSIS technical How to value a coco Converting default risk into conversion risk provides a method for valuing contingent convertibles, according to Patrick Cheridito and Zhikai Xu](https://www.pdfsearch.io/img/beb16f9f535cc3624b6fd4b89c6737fc.jpg) | Add to Reading ListSource URL: www.princeton.eduLanguage: English - Date: 2014-10-21 18:01:47
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8![DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee](https://www.pdfsearch.io/img/dfe42353514261ce865a96059294e6ba.jpg) | Add to Reading ListSource URL: www.ewi.tudelft.nlLanguage: English - Date: 2011-05-11 08:16:59
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9![Microsoft Word - cap_insure_compensate_ssrn.doc Microsoft Word - cap_insure_compensate_ssrn.doc](https://www.pdfsearch.io/img/c17c8f04a52c29115abfacb70562b487.jpg) | Add to Reading ListSource URL: www.pik-potsdam.deLanguage: English - Date: 2013-05-13 14:36:06
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10![DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee](https://www.pdfsearch.io/img/5118caff3a51667d4dcabb69c1d6a07e.jpg) | Add to Reading ListSource URL: www.ewi.tudelft.nlLanguage: English - Date: 2011-05-11 08:16:58
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