| 2013.10 |
Valuation of quanto options in a Markovian regime-switching market: A Markov-modulated Gaussian HJM model |
article |
pdf(1290) |
11 | 10 |
| 2009.09 |
The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios |
article |
pdf(1153) |
3 | 3 |
| 2009.12 |
The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios |
article |
pdf(1096) |
3 | 3 |
| 2007-12 |
An Efficient Algorithm for Basket Default Swap Valuation |
article |
說明頁(1467) |
7 | 3 |
| 2021-03 |
Relevance of the Disposition Effect on the Options Market: New Evidence |
article |
pdf(225) |
2 | 1 |
