Han, Yuecai; Liu, Chunyang; Song, Qingshuo Pricing double volatility barriers option under stochastic volatility. (English) Zbl 07553842 Stochastics 93, No. 4, 625-645 (2021). MSC: 91G20 60H30 62P05 PDF BibTeX XML Cite \textit{Y. Han} et al., Stochastics 93, No. 4, 625--645 (2021; Zbl 07553842) Full Text: DOI OpenURL
Rosalino, Estevão jun.; da Silva, Allan J.; Baczynski, Jack; Leão, Dorival Pricing and hedging barrier options. (English) Zbl 1396.91806 Appl. Stoch. Models Bus. Ind. 34, No. 4, 499-512 (2018). MSC: 91G60 91G20 65M06 PDF BibTeX XML Cite \textit{E. Rosalino jun.} et al., Appl. Stoch. Models Bus. Ind. 34, No. 4, 499--512 (2018; Zbl 1396.91806) Full Text: DOI OpenURL
Li, Wenhan; Liu, Lixia; Sun, Hongyan The call option pricing for the stocks with jump-diffusion process based on foreign exchange rate. (Chinese. English summary) Zbl 1349.91277 Appl. Math., Ser. A (Chin. Ed.) 31, No. 1, 21-29 (2016). MSC: 91G20 60J75 PDF BibTeX XML Cite \textit{W. Li} et al., Appl. Math., Ser. A (Chin. Ed.) 31, No. 1, 21--29 (2016; Zbl 1349.91277) OpenURL
Yang, Bowen; Li, Jackie; Balasooriya, Uditha Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk. (English) Zbl 1318.91126 Insur. Math. Econ. 62, 16-27 (2015). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{B. Yang} et al., Insur. Math. Econ. 62, 16--27 (2015; Zbl 1318.91126) Full Text: DOI OpenURL
Lee, Seung Hwan Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails. (English) Zbl 1402.91796 Quant. Finance 14, No. 10, 1857-1879 (2014). MSC: 91G20 41A15 90C25 PDF BibTeX XML Cite \textit{S. H. Lee}, Quant. Finance 14, No. 10, 1857--1879 (2014; Zbl 1402.91796) Full Text: DOI OpenURL
Bose, Christopher; Murray, Rua Maximum entropy estimates for risk-neutral probability measures with non-strictly-convex data. (English) Zbl 1305.91226 J. Optim. Theory Appl. 161, No. 1, 285-307 (2014). Reviewer: Iulian Stoleriu (Iaşi) MSC: 91G20 62P05 90C25 49N15 PDF BibTeX XML Cite \textit{C. Bose} and \textit{R. Murray}, J. Optim. Theory Appl. 161, No. 1, 285--307 (2014; Zbl 1305.91226) Full Text: DOI OpenURL
Pang, Mao-xiu; Yang, Rui-cheng; Lü Qiang; Xia, Bing The valuation of credit default swap based on the continous diffusion process under the condition of random liabilities. (Chinese. English summary) Zbl 1254.91735 Ludong Univ. J., Nat. Sci. 28, No. 1, 4-8 (2012). MSC: 91G30 91G20 PDF BibTeX XML Cite \textit{M.-x. Pang} et al., Ludong Univ. J., Nat. Sci. 28, No. 1, 4--8 (2012; Zbl 1254.91735) 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
Corsaro, S.; De Angelis, P. L.; Marino, Z.; Perla, F.; Zanetti, P. On parallel asset-liability management in life insurance: a forward risk-neutral approach. (English) Zbl 1194.91190 Parallel Comput. 36, No. 7, 390-402 (2010). MSC: 91G60 91G50 68W10 91B30 PDF BibTeX XML Cite \textit{S. Corsaro} et al., Parallel Comput. 36, No. 7, 390--402 (2010; Zbl 1194.91190) Full Text: DOI OpenURL
Melnikov, A. V. On the unity of the quantitative methods of pricing in finance and insurance. (English. Russian original) Zbl 1033.91016 Proc. Steklov Inst. Math. 237, 50-72 (2002); translation from Tr. Mat. Inst. Steklova 237, 57-79 (2002). Reviewer: Yana Belopolskaya (St. Petersburg) MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{A. V. Melnikov}, in: Stochastic financial mathematics. Transl. from the Russian. Moskva: Maik Nauka/Interperiodika. 1 (2002; Zbl 1033.91016); translation from Tr. Mat. Inst. Steklova 237, 57--79 (2002) OpenURL