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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of econometrics"
~subject:"Optionsgeschäft"
~subject:"Optionspreistheorie"
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Optionsgeschäft
Optionspreistheorie
Derivat
49
Derivative
49
Option pricing theory
29
Theorie
18
Theory
18
Stochastic process
17
Stochastischer Prozess
17
Volatility
15
Volatilität
15
Hedging
9
Risikomanagement
9
Risk management
9
Mortality
8
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8
Statistical distribution
7
Statistische Verteilung
7
Estimation
6
Option trading
6
Schätzung
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6
Estimation theory
5
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Life insurance
5
Nichtparametrisches Verfahren
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Risk
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Schätztheorie
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Portfolio selection
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32
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Gouriéroux, Christian
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Monfort, Alain
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Chang, Chia-Lin
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McAleer, Michael
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Park, Yang-Ho
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Tunaru, Radu
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Xiu, Dacheng
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Budhi Arta Surya
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1
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Clément, Emmanuelle
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Dhaene, Jan
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Insurance / Mathematics & economics
Journal of econometrics
International journal of theoretical and applied finance
104
Applied mathematical finance
61
The journal of futures markets
48
Review of derivatives research
47
Quantitative finance
42
Journal of banking & finance
36
The journal of computational finance
32
European journal of operational research : EJOR
30
Journal of mathematical finance
30
International journal of financial engineering
24
Energy economics
22
Finance and stochastics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Finance research letters
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Journal of economic dynamics & control
21
The European journal of finance
21
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of derivatives : JOD
21
Risks : open access journal
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
International review of economics & finance : IREF
19
Computational economics
16
International review of financial analysis
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SpringerLink / Bücher
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Applied economics letters
15
Journal of financial economics
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Annals of finance
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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Wiley finance series
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Mathematical finance
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Research paper series / Swiss Finance Institute
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Applied economics
9
Economic modelling
9
Journal of financial markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
32
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1
On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Badescu, Alexandru
;
Quaye, Enoch
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 119-138
Persistent link: https://www.econbiz.de/10013198331
Saved in:
2
Pricing longevity derivatives via Fourier transforms
Bravo, Jorge Miguel Ventura
;
Nunes, Joaõ Pedro Vidal
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 81-97
Persistent link: https://www.econbiz.de/10012482752
Saved in:
3
Deep hedging of long-term financial derivatives
Carbonneau, Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 327-340
Persistent link: https://www.econbiz.de/10012649223
Saved in:
4
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
5
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process
Palmowski, Z.
;
Budhi Arta Surya
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012294093
Saved in:
6
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
Saved in:
7
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
8
Derivatives trading for insurers
Xue, Xiaole
;
Wei, Pengyu
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 40-53
Persistent link: https://www.econbiz.de/10011990431
Saved in:
9
Hedging of crop harvest with derivatives on temperature
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 98-114
Persistent link: https://www.econbiz.de/10011990451
Saved in:
10
An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks
Zhao, Yixing
;
Mamon, Rogemar
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011825060
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