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Bounds for the price of discrete arithmetic Asian options
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Optimal portfolio selection for cash-flows with bounded capital at risk
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On the use of copulas for calculating the present value of a general cash flow
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Reinsurance forms
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An accurate analytical approximation for the price of a European-style arithmetic Asian option
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Capital requirements, risk measures and comonotonicity
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Stable laws and the distribution of cash-flows
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The valuation of cash-flows in the presence of dividend barriers
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A simple geometric proof that comonotonic risks have the convex-largest sum
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Bounds for present value functions with stochastic interest rates and stochastic volatility