Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts

The journal of financial economics

G. William Schwert · Journal of Financial Economics · 1993 · 2.6K citations · Full text

Econophysics, Financial System, Economics +11

Term Structure Movements and Pricing Interest Rate Contingent Claims

Thomas S. Y. Ho, Sang Bin Lee · The Journal of Finance · 1986 · 1.3K citations

Empirical Finance, Economics, Option Pricing +12

Changes of numéraire, changes of probability measure and option pricing

Hélyette Geman, Nicole El Karoui, Jean‐Charles Rochet · Journal of Applied Probability · 1995 · 798 citations

Option Pricing, Risk-neutral Probability Measure, Engineering +13

An Exact Bond Option Formula

Farshid Jamshidian · The Journal of Finance · 1989 · 640 citations

Option Pricing, Term Structure Model, Financial Economics +14

The pricing of equity-linked life insurance policies with an asset value guarantee

Michael J. Brennan, Eduardo S. Schwartz · Journal of Financial Economics · 1976 · 527 citations

Option Pricing, Insurance Markets, Economics +12