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subject:"Option pricing theory"
~person:"Dhaene, Jan"
~person:"Kohatsu-Higa, Arturo"
~subject:"Financial economics"
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Option pricing theory
Financial economics
Finanzmathematik
12
Mathematical finance
12
Optionspreistheorie
7
Theorie
7
Theory
7
Actuarial mathematics
6
Versicherungsmathematik
6
Hedging
5
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4
Lebensversicherung
4
Life insurance
4
Mathematical analysis
4
Portfolio selection
4
Portfolio-Management
4
Firm valuation
3
Market-consistent valuation
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Stochastic process
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Stochastischer Prozess
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Unternehmensbewertung
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Actuarial valuation
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CAPM
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Optimal quadratic hedging
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actuarial valuation
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Economics of insurance
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Fair valuation
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Fair valuation of insurance liabilities
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Index
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Martingal
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Martingale
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Mean-variance hedging
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Dhaene, Jan
Kohatsu-Higa, Arturo
Härdle, Wolfgang
9
Franke, Jürgen
7
Hafner, Christian M.
7
Wilmott, Paul
6
Belomestny, Denis
5
Elliott, Robert J.
5
Fabozzi, Frank J.
5
Hens, Thorsten
5
Korn, Ralf
5
Schoutens, Wim
5
Seydel, Rüdiger
5
Alexander, Carol
4
Cvitanić, Jakša
4
Deutsch, Hans-Peter
4
Fusai, Gianluca
4
Kopp, Peter E.
4
Korn, Elke
4
Larcher, Gerhard
4
Luo, Xiaolin
4
Madan, Dilip B.
4
Molent, Andrea
4
Platen, Eckhard
4
Reiß, Markus
4
Shevchenko, Pavel V.
4
Yor, Marc
4
Černý, Aleš
4
Baaquie, Belal E.
3
Barigou, Karim
3
Beinker, Mark
3
Capiński, Marek
3
Deelstra, Griselda
3
Delong, Łukasz
3
Heidorn, Thomas
3
Henrotte, Philippe
3
Jovanovic, Franck
3
Lee, Cheng F.
3
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3
Musiela, Marek
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advanced mathematical methods for finance
1
Astin bulletin : the journal of the International Actuarial Association
1
Insurance / Mathematics & economics
1
Scandinavian actuarial journal
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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1
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
2
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
Saved in:
3
Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
Saved in:
4
An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda
;
Dhaene, Jan
;
Vanmaele, Michèle
- In:
Advanced mathematical methods for finance
,
(pp. 155-179)
.
2011
Persistent link: https://www.econbiz.de/10008991312
Saved in:
5
Local vega index and variance reduction methods
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
;
Montero, Miquel
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001765651
Saved in:
6
Monte Carlo evaluation of Greeks for multidimensional barrier and lookback options
Bernis, Guillaume
;
Gobet, Emmanuel
;
Kohatsu-Higa, Arturo
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001765655
Saved in:
7
Malliavin calculus in finance
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
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