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~language:"eng"
~person:"Consiglio, Andrea"
~subject:"Finanzpolitik"
~subject:"Optionspreistheorie"
~type_genre:"Article in journal"
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Finanzpolitik
Optionspreistheorie
Public debt
7
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Consiglio, Andrea
Afonso, António
64
Madan, Dilip B.
50
Carr, Peter
45
Fabozzi, Frank J.
35
Neck, Reinhard
35
Elliott, Robert J.
34
Hughes Hallett, Andrew
34
Kwok, Yue-Kuen
34
Jalles, João Tovar
33
Wang, Xingchun
32
Beetsma, Roel
31
Cui, Zhenyu
31
Takahashi, Akihiko
30
Leeper, Eric M.
29
Siu, Tak Kuen
29
Schoutens, Wim
27
Sousa, Ricardo M.
26
Zhang, Jin E.
26
Benth, Fred Espen
24
Haan, Jakob de
24
Jarrow, Robert A.
23
Philippopulos, Apostolēs
23
Aarle, Bas van
22
Auerbach, Alan J.
22
Furceri, Davide
22
Agnello, Luca
21
Buti, Marco
21
Kim, Young Shin
21
Račev, Svetlozar T.
21
Stentoft, Lars
21
Tirelli, Patrizio
21
Escobar, Marcos
20
Greiner, Alfred
20
Levendorskij, Sergej Z.
20
Turnovsky, Stephen J.
20
Wong, Hoi Ying
20
Hagen, Jürgen von
19
Joshi, Mark S.
19
Leith, Campbell B.
19
Wren-Lewis, Simon
19
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Journal of economic dynamics & control
2
Insurance / Mathematics & economics
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
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1
Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea
;
Zenios, Stauros Andrea
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
Saved in:
2
Designing and pricing guarantee options in defined contribution pension plans
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 267-279
Persistent link: https://www.econbiz.de/10011428673
Saved in:
3
Pricing the option to surrender in incomplete markets
Consiglio, Andrea
;
Giovanni, Domenico De
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
4
,
pp. 935-957
Persistent link: https://www.econbiz.de/10008798287
Saved in:
4
A model for designing callable bonds and its solution using tabu search
Consiglio, Andrea
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1445-1470
Persistent link: https://www.econbiz.de/10001222037
Saved in:
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