Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Jochen Ruß

Risk Analysis of Annuity Conversion Options in a Stochastic Mortality Environment

English

Related publications

Refundable Annuities (Annuity Options)

Journal of Public Economic Theory

Political Science

English

Annuity Valuation With Dependent Mortality

Journal of Risk and Insurance

English

Valuation of Guaranteed Annuity Options in Affine Term Structure Models

SSRN Electronic Journal

English

A Study of Impact of Stochastic Volatility on Variable Annuity Pricing

Applied Mathematical Sciences

English

Consumption-Investment Problems With Stochastic Mortality Risk

SSRN Electronic Journal

English

Optimal Annuity Portfolio Under Inflation Risk

SSRN Electronic Journal

English

Stochastic Skew in Currency Options☆

Journal of Financial Economics

English

Are Real Options "Real"? Isolating Uncertainty From Risk in Real Options Analysis

Annals of Financial Economics

English

A Stochastic Approach to the Valuation of Barrier Options in Heston’s Stochastic Volatility Model

SSRN Electronic Journal

English