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isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Optionspreistheorie"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Incomplete market"
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Optionspreistheorie
Stochastischer Prozess
Incomplete market
55
Unvollkommener Markt
54
Theorie
36
Theory
36
Option pricing theory
25
Hedging
18
Portfolio selection
13
Portfolio-Management
13
Derivat
11
Derivative
11
CAPM
9
Stochastic process
9
Financial market
8
Finanzmarkt
8
Incomplete markets
7
Martingal
7
Martingale
7
Risiko
7
Risk
7
Entropie
4
Entropy
4
Lebensversicherung
4
Life insurance
4
Mortality
4
Sterblichkeit
4
Volatility
4
Volatilität
4
Dynamic programming
3
Dynamische Optimierung
3
Finanzmathematik
3
Markov chain
3
Markov-Kette
3
Mathematical finance
3
Pension fund
3
Pensionskasse
3
Risikomodell
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Risk model
3
hedging
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28
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Aufsatz in Zeitschrift
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28
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English
28
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Hubalek, Friedrich
2
Arai, Takuji
1
Armstrong, John
1
Aurell, Erik
1
Bizid, Abdelhamid
1
Cheang, Gerald H. L.
1
Chiarella, Carl
1
Corradini, M.
1
Delong, Łukasz
1
Dorfleitner, Gregor
1
Fedotov, Sergei
1
Fonseca, José da
1
Gerer, Johannes
1
Gheno, A.
1
Grasselli, M. R.
1
Grasselli, Martino
1
Grorud, Axel
1
Halperin, Igor
1
Hammarlid, Ola
1
Hudetz, Thomas
1
Ielpo, Florian
1
Itkin, Andrey
1
Jeanblanc, Monique
1
Jouini, Elyès
1
Leclère, Vincent
1
Leniec, Marta
1
Li, Zhongfei
1
Liang, Zongxia
1
Liu, Yu-hong
1
Ludkovski, M.
1
Ma, Ming
1
Mikhailov, Sergei
1
Mina, Karl Friedrich
1
Neufeld, Ariel
1
Pennanen, Teemu
1
Pontier, Monique
1
Primbs, James A.
1
Rakwongwan, Udomsak
1
Sgarra, Carlo
1
Stoikov, Sasha F.
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Finance and stochastics
11
Applied mathematical finance
8
European journal of operational research : EJOR
7
Asia-Pacific financial markets
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
International journal of financial engineering
5
Journal of mathematical economics
5
Annals of finance
4
Computational economics
4
Finance research letters
4
Journal of banking & finance
4
Journal of economic theory
4
Mathematical methods of operations research
4
Mathematics and financial economics
4
Quantitative finance
4
The review of financial studies
4
Applied financial economics
3
Journal of economic dynamics & control
3
Journal of financial economics
3
Journal of mathematical finance
3
Review of derivatives research
3
Risk and decision analysis
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Energy economics
2
IMA journal of management mathematics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of computational finance
2
Vierteljahrshefte zur Wirtschaftsforschung
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in econometrics
1
Advances in mathematical economics
1
Annals of economics and statistics
1
Annals of financial economics
1
Applying maximum entropy to econometric problems
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ECONIS (ZBW)
28
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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
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
3
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:
4
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
5
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
6
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:
7
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:
8
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:
9
Priority option : the value of being a leader
Grasselli, M. R.
;
Leclère, Vincent
;
Ludkovski, M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009725087
Saved in:
10
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
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