//--> //--> //--> //-->
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
~person:"Costabile, Massimo"
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:"Optionspreistheorie"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
13
Optionspreistheorie
13
Volatility
4
Volatilität
4
Derivat
2
Derivative
2
Interest rate derivative
2
Markov chain
2
Markov-Kette
2
Option trading
2
Optionsgeschäft
2
Stochastic process
2
Stochastischer Prozess
2
Yield curve
2
Zinsderivat
2
Zinsstruktur
2
Analytical pricing
1
Anleihe
1
Binomial algorithms
1
Binomial lattice
1
Bond
1
CAPM
1
Contingent claims
1
Discrete time models
1
Discrete-time models
1
Dividend
1
Dividende
1
Elasticity
1
Elastizität
1
Equity-linked policy
1
Experiment
1
HJM models
1
Hedging
1
Interest rate options
1
Lebensversicherung
1
Life insurance
1
Option pricing
1
Periodical premiums
1
Portfolio selection
1
Portfolio-Management
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Costabile, Massimo
Madan, Dilip B.
90
Cui, Zhenyu
73
Härdle, Wolfgang
70
Fabozzi, Frank J.
67
Joshi, Mark S.
66
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
52
Elliott, Robert J.
49
Jacobs, Kris
46
Hull, John
42
Wystup, Uwe
40
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
35
Schlögl, Erik
35
Belomestny, Denis
34
Chesney, Marc
33
Kim, Young Shin
33
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Korn, Ralf
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Barone-Adesi, Giovanni
30
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Schwartz, Eduardo S.
30
Račev, Svetlozar T.
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Perrakis, Stylianos
28
Schoenmakers, John
28
Wilmott, Paul
28
Wong, Hoi Ying
28
Yang, Zhaojun
28
more ...
less ...
Published in...
All
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Insurance / Mathematics & economics
2
Review of quantitative finance and accounting
2
Applied mathematical finance
1
IMA journal of management mathematics
1
International journal of financial markets and derivatives
1
Review of derivatives research
1
The journal of derivatives : JOD
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A bivariate lattice model to compute risk measures in life insurance policies
Costabile, Massimo
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 123-139
Persistent link: https://www.econbiz.de/10012486033
Saved in:
2
A shifted tree model for the efficient evaluation of options with fixed dividends
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
IMA journal of management mathematics
29
(
2018
)
1
,
pp. 39-51
Persistent link: https://www.econbiz.de/10011858934
Saved in:
3
A reduced lattice model for option pricing under regime-switching
Costabile, Massimo
;
Leccadito, Arturo
;
Massabo, Ivar
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 667-690
Persistent link: https://www.econbiz.de/10010433525
Saved in:
4
A path-independent humped volatility model for option pricing
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010187670
Saved in:
5
Analytical valuation of periodical premiums for equity-linked policies with minimum guarantee
Costabile, Massimo
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 597-600
Persistent link: https://www.econbiz.de/10010227933
Saved in:
6
A forward shooting grid method for option pricing with stochastic volatility
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
Saved in:
7
A binomial approximation for two-state Markovian HJM models
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10009272493
Saved in:
8
A binomial model for pricing US-style average options with reset features
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 258-273
Persistent link: https://www.econbiz.de/10008665670
Saved in:
9
Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model
Costabile, Massimo
;
Gaudenzi, Marcellino
;
Massabo, Ivar
; …
- In:
Insurance / Mathematics & economics
45
(
2009
)
2
,
pp. 286-295
Persistent link: https://www.econbiz.de/10009517565
Saved in:
10
Computationally simple lattice methods for option and bond pricing
Costabile, Massimo
;
Leccadito, Arturo
;
Massabó, Ivar
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 161-181
Persistent link: https://www.econbiz.de/10003893191
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->