Li, Zhe; Wang, Xiao-Tian Valuation of bid and ask prices for European options under mixed fractional Brownian motion. (English) Zbl 1484.91484 AIMS Math. 6, No. 7, 7199-7214 (2021). MSC: 91G20 60G22 60H30 PDF BibTeX XML Cite \textit{Z. Li} and \textit{X.-T. Wang}, AIMS Math. 6, No. 7, 7199--7214 (2021; Zbl 1484.91484) Full Text: DOI OpenURL
Ray, Santanu Saha; Singh, Shailendra New various multisoliton kink-type solutions of the (1 +1)-dimensional Mikhailov-Novikov-Wang equation. (English) Zbl 1479.35213 Math. Methods Appl. Sci. 44, No. 18, 14690-14702 (2021). MSC: 35C08 35A22 35G55 37K40 PDF BibTeX XML Cite \textit{S. S. Ray} and \textit{S. Singh}, Math. Methods Appl. Sci. 44, No. 18, 14690--14702 (2021; Zbl 1479.35213) Full Text: DOI OpenURL
Van Bakel, Sjoerd; Borovkova, Svetlana; Michielon, Matteo Conic CVA and DVA for option portfolios. (English) Zbl 1457.91393 Int. J. Theor. Appl. Finance 23, No. 5, Article ID 2050032, 30 p. (2020). MSC: 91G20 91G10 PDF BibTeX XML Cite \textit{S. Van Bakel} et al., Int. J. Theor. Appl. Finance 23, No. 5, Article ID 2050032, 30 p. (2020; Zbl 1457.91393) Full Text: DOI OpenURL
Junike, Gero Representation of concave distortions and applications. (English) Zbl 1426.91226 Scand. Actuar. J. 2019, No. 9, 768-783 (2019). MSC: 91G05 PDF BibTeX XML Cite \textit{G. Junike}, Scand. Actuar. J. 2019, No. 9, 768--783 (2019; Zbl 1426.91226) Full Text: DOI OpenURL
Godin, Frédéric; Lai, Van Son; Trottier, Denis-Alexandre A general class of distortion operators for pricing contingent claims with applications to CAT bonds. (English) Zbl 1422.91695 Scand. Actuar. J. 2019, No. 7, 558-584 (2019). MSC: 91G20 91B30 62P05 PDF BibTeX XML Cite \textit{F. Godin} et al., Scand. Actuar. J. 2019, No. 7, 558--584 (2019; Zbl 1422.91695) Full Text: DOI OpenURL
Guillaume, Florence; Junike, Gero; Leoni, Peter; Schoutens, Wim Implied liquidity risk premia in option markets. (English) Zbl 07075028 Ann. Finance 15, No. 2, 233-246 (2019). MSC: 91G20 PDF BibTeX XML Cite \textit{F. Guillaume} et al., Ann. Finance 15, No. 2, 233--246 (2019; Zbl 07075028) Full Text: DOI Link OpenURL
Yang, Sharon S.; Wang, Chou-Wen Pricing and securitization of multi-country longevity risk with mortality dependence. (English) Zbl 1284.91556 Insur. Math. Econ. 52, No. 2, 157-169 (2013). MSC: 91G20 91D20 91B30 PDF BibTeX XML Cite \textit{S. S. Yang} and \textit{C.-W. Wang}, Insur. Math. Econ. 52, No. 2, 157--169 (2013; Zbl 1284.91556) Full Text: DOI OpenURL
Bogdan, Krzysztof; Wojciechowski, Łukasz Parabolic martingales and non-symmetric Fourier multipliers. (English) Zbl 1266.42021 Probab. Math. Stat. 32, No. 2, 241-253 (2012). Reviewer: Michael Voit (Dortmund) MSC: 42B15 60G15 60G46 PDF BibTeX XML Cite \textit{K. Bogdan} and \textit{Ł. Wojciechowski}, Probab. Math. Stat. 32, No. 2, 241--253 (2012; Zbl 1266.42021) Full Text: arXiv Link OpenURL
Brahimi, B.; Meraghni, D.; Necir, A. Distortion risk measures for sums of dependent losses. (English) Zbl 1241.91061 Afr. Stat. 5, 260-267 (2010). MSC: 91B30 62H20 PDF BibTeX XML Cite \textit{B. Brahimi} et al., Afr. Stat. 5, 260--267 (2010; Zbl 1241.91061) Full Text: Link OpenURL
Labuschagne, Coenraad C. A.; Offwood, Theresa M. A note on the connection between the Esscher-Girsanov transform and the Wang transform. (English) Zbl 1231.60062 Insur. Math. Econ. 47, No. 3, 385-390 (2010). MSC: 60H30 28A12 91B30 91G20 PDF BibTeX XML Cite \textit{C. C. A. Labuschagne} and \textit{T. M. Offwood}, Insur. Math. Econ. 47, No. 3, 385--390 (2010; Zbl 1231.60062) Full Text: DOI OpenURL
Chen, Bingzheng; Zhang, Lihong; Zhao, Lin On the robustness of longevity risk pricing. (English) Zbl 1231.91426 Insur. Math. Econ. 47, No. 3, 358-373 (2010). MSC: 91G20 91B30 PDF BibTeX XML Cite \textit{B. Chen} et al., Insur. Math. Econ. 47, No. 3, 358--373 (2010; Zbl 1231.91426) Full Text: DOI OpenURL
Kijima, Masaaki; Motomiya, Shin-Ichi; Suzuki, Yoichi Pricing of CDOs based on the multivariate Wang transform. (English) Zbl 1201.91200 J. Econ. Dyn. Control 34, No. 11, 2245-2258 (2010). MSC: 91G20 62H05 91G40 PDF BibTeX XML Cite \textit{M. Kijima} et al., J. Econ. Dyn. Control 34, No. 11, 2245--2258 (2010; Zbl 1201.91200) Full Text: DOI Link OpenURL
Corradini, M.; Gheno, A. Incomplete financial markets and contingent claim pricing in a dual expected utility theory framework. (English) Zbl 1231.91429 Insur. Math. Econ. 45, No. 2, 180-187 (2009). MSC: 91G20 91B24 91B30 PDF BibTeX XML Cite \textit{M. Corradini} and \textit{A. Gheno}, Insur. Math. Econ. 45, No. 2, 180--187 (2009; Zbl 1231.91429) Full Text: DOI OpenURL
Kijima, Masaaki; Muromachi, Yukio An extension of the Wang transform derived from Bühlmann’s economic premium principle for insurance risk. (English) Zbl 1141.91520 Insur. Math. Econ. 42, No. 3, 887-896 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Kijima} and \textit{Y. Muromachi}, Insur. Math. Econ. 42, No. 3, 887--896 (2008; Zbl 1141.91520) Full Text: DOI OpenURL
Jones, Bruce L.; Zitikis, Ričardas Risk measures, distortion parameters, and their empirical estimation. (English) Zbl 1193.91065 Insur. Math. Econ. 41, No. 2, 279-297 (2007). MSC: 91B30 62N02 62P05 PDF BibTeX XML Cite \textit{B. L. Jones} and \textit{R. Zitikis}, Insur. Math. Econ. 41, No. 2, 279--297 (2007; Zbl 1193.91065) Full Text: DOI OpenURL
Park, Cheolwoo; Kim, Woo-Chul Wavelet estimation of a regression function with a sharp change point in a random design. (English) Zbl 1088.62052 J. Stat. Plann. Inference 136, No. 7, 2381-2394 (2006). MSC: 62G08 42C40 PDF BibTeX XML Cite \textit{C. Park} and \textit{W.-C. Kim}, J. Stat. Plann. Inference 136, No. 7, 2381--2394 (2006; Zbl 1088.62052) Full Text: DOI OpenURL
Wang, Shaun S. Equilibrium pricing transforms: new results using Bühlmann’s 1980 economic model. (English) Zbl 1098.91551 Astin Bull. 33, No. 1, 57-73 (2003). MSC: 91B50 62E10 60E10 62P05 PDF BibTeX XML Cite \textit{S. S. Wang}, ASTIN Bull. 33, No. 1, 57--73 (2003; Zbl 1098.91551) Full Text: DOI OpenURL
Aiena, Pietro Riesz multipliers on commutative semisimple Banach algebras. (English) Zbl 0682.46035 Arch. Math. 54, No. 3, 293-303 (1990). Reviewer: P.Aiena MSC: 46J05 43A22 47B06 46J20 PDF BibTeX XML Cite \textit{P. Aiena}, Arch. Math. 54, No. 3, 293--303 (1990; Zbl 0682.46035) Full Text: DOI OpenURL