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~person:"Mahayni, Antje"
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Search: subject_exact:"Option pricing theory"
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Option pricing theory
7
Optionspreistheorie
7
Lebensversicherung
4
Life insurance
4
Portfolio selection
4
Portfolio-Management
4
Derivat
3
Derivative
3
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Mahayni, Antje
Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
67
Joshi, Mark S.
66
Härdle, Wolfgang
64
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
52
Elliott, Robert J.
48
Jacobs, Kris
46
Hull, John
42
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
35
Lee, Cheng F.
34
Schlögl, Erik
34
Kim, Young Shin
33
Chesney, Marc
32
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Korn, Ralf
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Račev, Svetlozar T.
30
Schwartz, Eduardo S.
30
Barone-Adesi, Giovanni
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Schoenmakers, John
28
Wilmott, Paul
28
Wong, Hoi Ying
28
Wystup, Uwe
28
Yang, Zhaojun
28
Alghalith, Moawia
27
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Bonn Graduate School of Economics
1
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Review of derivatives research
2
Bonn Econ Discussion Papers / BGSE
1
Journal of business economics : JBE
1
Journal of economic dynamics & control
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Review of managerial science : RMS
1
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ECONIS (ZBW)
7
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1
Minimum return rate guarantees under default risk : optimal design of quantile guarantees
Mahayni, Antje
;
Lubos, Oliver
;
Offermann, Sascha
- In:
Review of managerial science : RMS
15
(
2021
)
7
,
pp. 1821-1848
Persistent link: https://www.econbiz.de/10012659881
Saved in:
2
The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
Mahayni, Antje
;
Muck, Matthias
- In:
Review of derivatives research
20
(
2017
)
3
,
pp. 281-308
Persistent link: https://www.econbiz.de/10011936007
Saved in:
3
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
4
Tractable hedging with additional hedge instruments
Branger, Nicole
;
Mahayni, Antje
- In:
Review of derivatives research
14
(
2011
)
1
,
pp. 85-114
Persistent link: https://www.econbiz.de/10009272489
Saved in:
5
The risk management of minimum return guarantees
Mahayni, Antje
;
Schlögl, Erik
-
2003
Persistent link: https://www.econbiz.de/10002250900
Saved in:
6
The risk management of minimum return guarantees
Mahayni, Antje
(
contributor
);
Schlögel, Erik
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001970344
Saved in:
7
Produktdesign und Semi-Statische Absicherung von Turbo-Zertifikaten
Mahayni, Antje
;
Suchanecki, Michael
- In:
Journal of business economics : JBE
76
(
2006
)
4
,
pp. 347-372
Persistent link: https://www.econbiz.de/10003311520
Saved in:
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