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Journal of Mathematical Finance
Submission
Journal of Mathematical Finance
ISSN Print:
2162-2434
ISSN Online:
2162-2442
www.scirp.org/journal/jmf
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jmf@scirp.org
Google-based Impact Factor:
0.87
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"
Pricing of Margrabe Options for Large Investors with Application to Asset-Liability Management in Life Insurance
"
written by
Erik Bølviken, Frank Proske, Mark Rubtsov
,
published by
Journal of Mathematical Finance
,
Vol.4 No.2, 2014
has been cited by the following article(s):
Google Scholar
CrossRef
[1]
The Better-of-Two Strategy for Active versus Passive Management: The Option Value of Active through Time
The Journal of Portfolio Management
,
2022
[2]
Exchange option valuation using Liu process
2021
[3]
How to Value Active Versus Passive Management: Using Options to Choose'Better-of-Two'
2020
[4]
The Better-of-Two Strategy for Active Management: Dynamically Combining (and Valuing) Active and Passive Portfolios Through Time
2020
[1]
Exchange option valuation using Liu process
International Journal of Financial Engineering
,
2022
DOI:
10.1142/S2424786321500183
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