Kyle equilibrium under random price pressure
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00231-4
A market-consistent framework for the fair evaluation of insurance contracts under Solvency II
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00242-1
Predictive distributions that mimic frequencies over a restricted subdomain
来源期刊:Decisions in Economics and FinanceDOI:10.1007/s10203-020-00281-z
A note on the implied volatility of floating strike Asian options
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00239-W
Estimation of volatility in a high-frequency setting: a short review
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00253-Y
A realized volatility approach to option pricing with continuous and jump variance components
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00241-2
Model-free stochastic collocation for an arbitrage-free implied volatility: Part I
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00238-X
Coherent modeling of mortality patterns for age-specific subgroups
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00245-Y
Variable annuities with a threshold fee: valuation, numerical implementation and comparative static analysis
来源期刊:Decisions in Economics and FinanceDOI:10.1007/s10203-019-00255-w
Lévy CARMA models for shocks in mortality
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00248-9
On parameter estimation of Heston’s stochastic volatility model: a polynomial filtering method
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00251-0
Small sample properties of ML estimator in Vasicek and CIR models: a simulation experiment
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00237-Y
Semi-analytical prices for lookback and barrier options under the Heston model
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00254-X
A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00236-Z
Time-consistency of risk measures: how strong is such a property?
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00233-2
Behavioral premium principles
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00246-X
Optimal reinsurance and investment in a diffusion model
来源期刊:Decisions in Economics and FinanceDOI:10.1007/s10203-019-00265-8
A stochastic model to evaluate pricing distortions in indemnity insurance methods for MTPL insurance
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00240-3
On the extension of binary relations in economic and game theories
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-018-0213-4
Possibilistic mean–variance portfolios versus probabilistic ones: the winner is...
来源期刊:Decisions in Economics and FinanceDOI:10.1007/S10203-019-00234-1