//--> //--> //-->
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:"Maniezzo, Vittorio"
~person:"Molent, Andrea"
~subject:"Finanzmathematik"
~type_genre:"Article in journal"
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:"MATHEMATICS"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Finanzmathematik
Mathematical finance
7
Interest rate
4
Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Zins
4
Heuristics
3
Heuristik
3
Mathematical programming
3
Mathematische Optimierung
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Yield curve
3
Zinsstruktur
3
GMWB pricing
2
Hedging
2
Mathematics
2
Mathematik
2
Optimal withdrawal
2
Stochastic interest rate
2
Stochastic volatility
2
GLWB pricing
1
Gaussian process regression
1
Heston-Hull-White model
1
Lebensversicherung
1
Life insurance
1
Machine learning
1
Matheuristics
1
Numerical analysis
1
Numerical method
1
Numerisches Verfahren
1
Private Altersvorsorge
1
Private retirement provision
1
Regression analysis
1
Regressionsanalyse
1
Variable Annuities
1
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
6
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
7
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Language
All
English
7
Author
All
Maniezzo, Vittorio
Molent, Andrea
Velupillai, Kumaraswamy
9
Young, Virginia R.
8
Delong, Łukasz
5
LeBlanc, Larry J.
5
Zhang, Zhimin
5
Barigou, Karim
4
Bayraktar, Erhan
4
Clare, Andrew D.
4
Den Haan, Wouter J.
4
Dhaene, Jan
4
Estrada, Mario Arturo Ruiz
4
Jovanovic, Franck
4
Pareto, Vilfredo
4
Baker, Kenneth R.
3
Boom, Anton Hermanus van der
3
Ciecka, James E.
3
Date, Paresh
3
Devolder, Pierre
3
Feng, Runhuan
3
Frittelli, Marco
3
Gaillardetz, Patrice
3
Grattan-Guinness, Ivor
3
Grift, Frederik van der
3
Jang, Chul
3
Jones, Bruce L.
3
Kupper, Michael
3
Landriault, David
3
Li, Jinzhu
3
Li, Shuanming
3
Lu, Yi
3
Owadally, Iqbal
3
Powell, Stephen G.
3
Ross, Matthew M.
3
Schinckus, Christophe
3
Schoutens, Wim
3
Valdés Prieto, Salvador
3
Willmot, Gordon E.
3
Yang, Hailiang
3
more ...
less ...
Published in...
All
Journal of heuristics
2
4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational Management Science : CMS
1
Decisions in economics and finance : a journal of applied mathematics
1
Insurance / Mathematics & economics
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Matheuristics : using
mathematics
for heuristic design
Boschetti, Marco Antonio
;
Maniezzo, Vittorio
- In:
4OR : quarterly journal of the Belgian, French and …
20
(
2022
)
2
,
pp. 173-208
Persistent link: https://www.econbiz.de/10013259934
Saved in:
2
Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012587815
Saved in:
3
Taxation of a GMWB variable annuity in a stochastic interest rate model
Molent, Andrea
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1001-1035
Persistent link: https://www.econbiz.de/10012307397
Saved in:
4
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenege, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10011993464
Saved in:
5
Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonio
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 38-57
Persistent link: https://www.econbiz.de/10011597137
Saved in:
6
Special issue: Mathematical contributions to metaheuristics
Maniezzo, Vittorio
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003851159
Saved in:
7
Special issue on mathematical contributions to metaheuristics editorial
Hansen, Pierre
;
Maniezzo, Vittorio
;
Voß, Stefan
- In:
Journal of heuristics
15
(
2009
)
3
,
pp. 197-199
Persistent link: https://www.econbiz.de/10009518643
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->