Abstract
This chapter can be viewed as appendix. We give results and proofs that are of broader interest. These include useful results for Gaussian distributions, change of numeraire technique, and pricing of European style options.
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Wüthrich, M.V., Merz, M. (2013). Auxiliary Considerations. In: Financial Modeling, Actuarial Valuation and Solvency in Insurance. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-31392-9_11
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DOI: https://doi.org/10.1007/978-3-642-31392-9_11
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-31391-2
Online ISBN: 978-3-642-31392-9
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