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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Option pricing theory"
~subject:"Share price"
~subject:"USA"
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Search: subject_exact:"Optionspreismodell"
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Option pricing theory
Share price
USA
Optionspreistheorie
139
Stochastic process
66
Stochastischer Prozess
66
Lebensversicherung
35
Life insurance
35
Portfolio selection
31
Portfolio-Management
31
Volatility
26
Volatilität
26
Hedging
21
Finanzmathematik
17
Mathematical finance
17
Option trading
15
Optionsgeschäft
15
Derivat
14
Derivative
14
Interest rate
14
Mortality
14
Risk
14
Sterblichkeit
14
Zins
14
Private Altersvorsorge
13
Private retirement provision
13
Risiko
13
Lévy process
11
Risikomanagement
11
Risk management
11
Dividend
10
Dividende
10
Variable annuities
10
Markov chain
9
Markov-Kette
9
Risikomodell
9
Risk model
9
Stochastic volatility
9
Altersvorsorge
8
Retirement provision
8
Credit risk
7
Kreditrisiko
7
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Undetermined
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Article
139
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Article in journal
139
Aufsatz in Zeitschrift
139
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English
139
Author
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Pelsser, Antoon André Jean
5
Shen, Yang
5
Ziveyi, Jonathan
5
Siu, Tak Kuen
4
Yang, Hailiang
4
Dhaene, Jan
3
Feng, Runhuan
3
Gerber, Hans U.
3
Palmowski, Zbigniew
3
Shiu, Elias S. W.
3
Tunaru, Radu
3
Yamazaki, Kazutoshi
3
Bo, Lijun
2
Chen, Ping
2
Costabile, Massimo
2
Deelstra, Griselda
2
Delong, Łukasz
2
Fusai, Gianluca
2
Godin, Frédéric
2
Grasselli, Martino
2
Hainaut, Donatien
2
Hao, Xuemiao
2
Kang, Boda
2
Landriault, David
2
Li, Bin
2
Li, Xuan
2
Li, Zhongfei
2
Liang, Zongxia
2
Lin, X. Sheldon
2
Melʹnikov, Aleksandr V.
2
Palmowski, Z.
2
Plat, Richard
2
Pérez, José-Luis
2
Schmeiser, Hato
2
Sherris, Michael
2
Shimizu, Yasutaka
2
Trottier, Denis-Alexandre
2
Wang, Yongjin
2
Weng, Chengguo
2
Wong, Hoi Ying
2
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Insurance / Mathematics & economics
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
European journal of operational research : EJOR
133
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
110
Journal of mathematical finance
107
Computational economics
106
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
139
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139
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1
Pricing extreme mortality risk in the wake of the COVID-19 pandemic
Li, Han
;
Liu, Haibo
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 84-106
Persistent link: https://www.econbiz.de/10013534513
Saved in:
2
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:
3
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method
Kang, Boda
;
Shen, Yang
;
Zhu, Dan
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 96-127
Persistent link: https://www.econbiz.de/10013348971
Saved in:
4
Multivariate claim processes with rough intensities : properties and estimation
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 269-287
Persistent link: https://www.econbiz.de/10013471245
Saved in:
5
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:
6
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models
Brignone, Riccardo
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 232-247
Persistent link: https://www.econbiz.de/10012482885
Saved in:
7
Fourier based methods for the management of complex life insurance products
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 320-341
Persistent link: https://www.econbiz.de/10012793930
Saved in:
8
Fair dynamic valuation of insurance liabilities via convex hedging
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
;
Yang, Tianyu
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
Saved in:
9
Option pricing in regime-switching frameworks with the Extended Girsanov Principle
Godin, Frédéric
;
Trottier, Denis-Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 116-129
Persistent link: https://www.econbiz.de/10012649213
Saved in:
10
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
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