//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Option pricing theory"
~isPartOf:"Computational Management Science : CMS"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Sammlung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Mathematical finance"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Stochastic process
Finanzmathematik
1
GMWB pricing
1
Hedging
1
Interest rate
1
Mathematical finance
1
Optimal withdrawal
1
Optionspreistheorie
1
Stochastic interest rate
1
Stochastic volatility
1
Stochastischer Prozess
1
Varibles annuities
1
Volatility
1
Volatilität
1
Yield curve
1
Zins
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Case study
Sammlung
Article in journal
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
1
Author
All
Goudenege, Ludovic
1
Molent, Andrea
1
Zanette, Antonino
1
Published in...
All
Computational Management Science : CMS
Insurance / Mathematics & economics
35
Finance and stochastics
12
The journal of computational finance
11
International journal of financial engineering
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
International journal of theoretical and applied finance
4
Journal of mathematical finance
4
Risks : open access journal
4
Scandinavian actuarial journal
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Astin bulletin : the journal of the International Actuarial Association
3
European journal of operational research : EJOR
3
Journal of risk and financial management : JRFM
3
Mathematics of operations research
3
Quantitative finance
3
Annals of finance
2
Applied mathematical finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Mathematics and financial economics
2
Springer finance
2
The European journal of finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Annali della Facoltà di Economia
1
Annals of financial economics
1
Applied economics
1
Asia-Pacific financial markets
1
Computational economics
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic developments in India : quarterly update : analysis, reports, policy documents
1
Economic modelling
1
Finance : revue de l'Association Française de Finance
1
International journal of bonds and derivatives
1
International journal of economics, finance and management sciences : IJEFM
1
International review of financial analysis
1
Journal of business ethics : JOBE
1
Journal of pension economics and finance : JPEF
1
Macroeconomic dynamics
1
Mathematical methods of operations research
1
North American actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenege, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10011993464
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->