Insurance Mathematics and Economics · 2019 · 30 citations · 42 references
BusinessBusiness EconomicsFinanceFinancial EconomicsReinsuranceStochastic ProcessesReinsurance EconomicsReinsurance FinanceReinsurance MarketsReinsurance OperationsRisk-return AnalysisStochastic VolatilityMean-variance AnalysisMultivariate Stochastic VolatilityReinsurance Capital AllocationReinsurance Optimization Under UncertaintyReinsurance StrategyStochastic Volatility Models
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The Pricing of Options on Assets with Stochastic Volatilities
John Hull, Alan White · The Journal of Finance · 1987 · 3.9K citations · Full text
Backward Stochastic Differential Equations in Finance
Nicole El Karoui, Shigē Péng, M.C. Quenez · Mathematical Finance · 1997 · 2.4K citations
Engineering, Economics, Finance +10