References

No references inside the corpus for this window.

Cited by

• 2007Stochastic Life Annuities36 cited
• 2006A spectral method for bonds25 cited
• 2011On the explicit evaluation of the Geometric Asian options in stochastic volatility models with jumps24 cited
• 2006The impacts of uncertainties in a real options model under incomplete information23 cited
• 2010Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions20 cited
• 2008Finite sample multivariate tests of asset pricing models with coskewness19 cited
• 2018Recursive marginal quantization of higher-order schemes18 cited
• 2009Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance16 cited
• 2016Discrete sums of geometric Brownian motions, annuities and Asian options15 cited