Issue 3/2017
Content (4 Articles)
A unified approach for the pricing of options relating to averages
Hideharu Funahashi, Masaaki Kijima
Pricing double barrier options under a volatility regime-switching model with psychological barriers
Shiyu Song, Yongjin Wang
The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
Antje Mahayni, Matthias Muck