Rydberg, Tina Hviid Generalized hyperbolic diffusion processes with applications in finance. (English) Zbl 0980.91039 Math. Finance 9, No. 2, 183-201 (1999). MSC: 91B28 60J60 PDF BibTeX XML Cite \textit{T. H. Rydberg}, Math. Finance 9, No. 2, 183--201 (1999; Zbl 0980.91039) Full Text: DOI OpenURL
Højgaard, Bjarne; Taksar, Michael Controlling risk exposure and dividends payout schemes: Insurance company example. (English) Zbl 0999.91052 Math. Finance 9, No. 2, 153-182 (1999). Reviewer: M.Matłoka (Poznań) MSC: 91B38 91B28 91B30 PDF BibTeX XML Cite \textit{B. Højgaard} and \textit{M. Taksar}, Math. Finance 9, No. 2, 153--182 (1999; Zbl 0999.91052) Full Text: DOI OpenURL
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez Asymptotically optimal importance sampling and stratification for pricing path-dependent options. (English) Zbl 0980.91034 Math. Finance 9, No. 2, 117-152 (1999). MSC: 91G60 60F10 65C05 91B70 PDF BibTeX XML Cite \textit{P. Glasserman} et al., Math. Finance 9, No. 2, 117--152 (1999; Zbl 0980.91034) Full Text: DOI OpenURL
Frey, Rüdiger; Sin, Carlos A. Bounds on European option prices under stochastic volatility. (English) Zbl 0980.91021 Math. Finance 9, No. 2, 97-116 (1999). MSC: 91G20 PDF BibTeX XML Cite \textit{R. Frey} and \textit{C. A. Sin}, Math. Finance 9, No. 2, 97--116 (1999; Zbl 0980.91021) Full Text: DOI OpenURL