1
-
2
of
2
results (0.56 seconds)
Sort By:
-
Option Pricing by Esscher Transforms
46 OPTION PRICING BY ESSCHER TRANSFORMS HANS U. GERBER AND ELIAS S.W. SHIU ABSTRACT The Esscher ... interest is constant and denote it by ~. For t->0, let S~(t), Sz(t) . . . . . Sn(t) denote the prices of ...- Authors: Hans U Gerber, Elias Shiu
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments
-
Two Enhancements to Investment-Year Allocations of Income
Two ... . . . . . . . TABLE IB CALCULATION OF INTEREST CREDITED ON l / l /Y IN TABLE IA 1. Using an ... on 1/I/ Y - 1 was $30, exactly as projected. TABLE 2A A Historical Record oF" ACIIVITX,' ON EVERY ...- Authors: Barry T Allen
- Date: Oct 1983
- Competency: External Forces & Industry Knowledge
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments>Investments