Optimal Asset Allocation in Life Insurance: The Impact of Regulation.
ASTIN Bulletin
2016
No. 3
Vol. 46
605-626
Convergence Analysis of Galerkin Methods for Non-Coercive Linear Parabolic PIDEs
Working Paper
2016
Convergence Analysis of Galerkin Methods for Option Pricing in Time-inhomogeneous Lévy models
Working Paper
2016
A Flexible Galerkin Scheme for Option Pricing in Lévy Models
SIAM Journal for Financial Mathematics
2016