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Home / Applied Mathematical Finance, Volume 8, Number 3

Publisher: Routledge, part of the Taylor & Francis Group

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Volume 8, Number 3, 1 September 2001

A note on the α-quantile option
pp. 137-144(8)
Authors: Ballotta, Laura; Kyprianou, Andreas E.

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On pricing and reserving with-profits life insurance contracts
pp. 145-166(22)
Authors: Prieul, David; Putyatin, Vladislav; Nassar, Tarek

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Statistical bootstrapping methods in VaR calculation
pp. 167-181(15)
Authors: Siegl, Thomas; West, Ansgar

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Monte Carlo applied to exotic digital options
pp. 183-196(14)
Author: Vaugirard, Victor E.

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