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isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Computational economics"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Incomplete market"
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Stochastischer Prozess
Incomplete market
66
Unvollkommener Markt
65
Theorie
42
Theory
42
Option pricing theory
27
Optionspreistheorie
27
Hedging
20
Portfolio selection
16
Portfolio-Management
16
Derivat
12
Derivative
12
CAPM
11
Stochastic process
11
Financial market
10
Finanzmarkt
10
Incomplete markets
10
Risiko
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Risk
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Martingal
7
Martingale
7
Entropie
5
Entropy
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Finanzmathematik
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Mathematical finance
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Allgemeines Gleichgewicht
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General equilibrium
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Heterogeneous agents
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Lebensversicherung
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Life insurance
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Mortality
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Sterblichkeit
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Volatility
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Volatilität
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Dynamic programming
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Dynamische Optimierung
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Markov chain
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Aufsatz in Zeitschrift
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11
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Cheang, Gerald H. L.
1
Chiarella, Carl
1
Chipeniuk, Karsten O.
1
Delong, Łukasz
1
Fonseca, José da
1
Grasselli, Martino
1
Grorud, Axel
1
Ielpo, Florian
1
Li, Zhongfei
1
Liang, Zongxia
1
Ma, Ming
1
Mina, Karl Friedrich
1
Neufeld, Ariel
1
Pontier, Monique
1
Sviščuk, Anatolij
1
Viens, Frederi G.
1
Won, Dongchul
1
Yi, Bo
1
Zagst, Rudi
1
Zahn, Jochen Wolfgang
1
Zeller, Gabriela
1
Zeng, Yan
1
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International journal of theoretical and applied finance
Computational economics
Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Finance and stochastics
7
European journal of operational research : EJOR
5
Journal of mathematical economics
4
Annals of finance
3
Applied mathematical finance
3
International journal of financial engineering
3
Journal of economic dynamics & control
3
Journal of economic theory
3
The review of financial studies
3
Asia-Pacific financial markets
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance research letters
2
IMA journal of management mathematics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Quantitative finance
2
Risk and decision analysis
2
Risks : open access journal
2
Vierteljahrshefte zur Wirtschaftsforschung
2
Annals of economics and statistics
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic research
1
International journal of economics and financial issues : IJEFI
1
International journal of financial markets and derivatives
1
International journal of theoretical and applied finance : IJTAF
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical methods of operations research
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Operations research
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Operations research letters
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ECONIS (ZBW)
11
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1
Hawkes processes in insurance : risk model, application to empirical data and optimal investment
Sviščuk, Anatolij
;
Zagst, Rudi
;
Zeller, Gabriela
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 107-124
Persistent link: https://www.econbiz.de/10012793913
Saved in:
2
Optimal grid selection for the numerical solution of dynamic stochastic optimization problems
Chipeniuk, Karsten O.
- In:
Computational economics
56
(
2020
)
4
,
pp. 883-928
Persistent link: https://www.econbiz.de/10012390486
Saved in:
3
A new characterization of equilibrium in a multi-period finance economy : a computational viewpoint
Won, Dongchul
- In:
Computational economics
53
(
2019
)
1
,
pp. 367-396
Persistent link: https://www.econbiz.de/10012134686
Saved in:
4
Buy-and hold property for fully incomplete markets when super-replicating Markovian claims
Neufeld, Ariel
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011971005
Saved in:
5
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia
;
Ma, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Saved in:
6
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
7
Pricing and hedging of variable annuities with state-dependent fees
Delong, Łukasz
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 24-33
Persistent link: https://www.econbiz.de/10010437640
Saved in:
8
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
9
Utility based pricing and hedging of jump diffusion processes with a view to applications
Zahn, Jochen Wolfgang
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009685882
Saved in:
10
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
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