Pricing equity-indexed annuities with path-dependent options

Option pricing by Esscher transforms.

Hans U. Gerber, Shiu E.S.W. · IRIS · 1995 · 660 citations

Business, Finance, Mathematics +8

Path Dependent Options: “Buy at the Low, Sell at the High”

M. Barry Goldman, Howard B. Sosin, Mary Ann Gatto · The Journal of Finance · 1979 · 275 citations

Business, Business Economics, Finance +5

Path Dependent Options: The Case of Lookback Options

Antoine Conze, V. Viswanathan · The Journal of Finance · 1991 · 242 citations

Business, Economics, Finance +11

Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts

Thomas Møller · Astin Bulletin · 1998 · 203 citations · Full text

Business, Insurance, Risk Management +15

Actuarial bridges to dynamic hedging and option pricing

Hans U. Gerber, Elias S. W. Shiu · Insurance Mathematics and Economics · 1996 · 180 citations

Business, Finance, Financial Management +14