arXiv 2017-11-08 EN Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity Fergusson, Kevin · Platen, Eckhard
arXiv 2015-05-16 EN In the Life Insurance Business Risky Investments are Dangerous Kabanov, Yuri · Pergamenshchikov, Serguei
arXiv 2014-09-22 EN Martingale Inequalities for the Maximum via Pathwise Arguments Obloj, Jan · Spoida, Peter · Touzi, Nizar
arXiv 2011-07-25 EN A note on essential smoothness in the Heston model Forde, Martin · Jacquier, Antoine · Mijatovic, Aleksandar
arXiv 2011-02-11 EN Approximating Functional of Local Martingale Under the Lack of Uniqueness of Black-Scholes PDE Song, Qingshuo
