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A Natural Hedge for Equity Indexed Annuities
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- Journal:
- Annals of Actuarial Science / Volume 5 / Issue 2 / September 2011
- Published online by Cambridge University Press:
- 08 June 2011, pp. 211-230
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Pricing Lookback and Barrier Options under the CEV Process
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 34 / Issue 2 / June 1999
- Published online by Cambridge University Press:
- 06 April 2009, pp. 241-264
- Print publication:
- June 1999
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An Algorithm for Computing Values of Options on the Maximum or Minimum of Several Assets
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 25 / Issue 2 / June 1990
- Published online by Cambridge University Press:
- 06 April 2009, pp. 215-227
- Print publication:
- June 1990
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A Lattice Framework for Option Pricing with Two State Variables
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 23 / Issue 1 / March 1988
- Published online by Cambridge University Press:
- 06 April 2009, pp. 1-12
- Print publication:
- March 1988
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