//--> //--> //-->
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:"Molent, Andrea"
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:"Interest rate spread"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Finanzmathematik
3
Interest rate
3
Mathematical finance
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Yield curve
3
Zins
3
Zinsstruktur
3
Hedging
2
Optimal withdrawal
2
Stochastic interest rate
2
Stochastic volatility
2
Volatility
2
Volatilität
2
GLWB pricing
1
GMWB pricing
1
Lebensversicherung
1
Life insurance
1
Private Altersvorsorge
1
Private retirement provision
1
Variable Annuities
1
Variable annuities
1
Varibles annuities
1
optimal withdrawal
1
stochastic interest rate
1
taxation
1
tree method
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Conference paper
1
Konferenzbeitrag
1
Language
All
English
3
Author
All
Molent, Andrea
Rudebusch, Glenn D.
103
Christensen, Jens H. E.
65
Akram, Tanweer
62
Favero, Carlo A.
53
Bekaert, Geert
51
Wright, Jonathan H.
48
Wu, Jing Cynthia
47
Diebold, Francis X.
44
Monfort, Alain
44
Afonso, António
43
Chiarella, Carl
41
Hamilton, James D.
41
Krippner, Leo
41
Chernov, Mikhail
40
Campbell, John Y.
39
Caporale, Guglielmo Maria
38
Renne, Jean-Paul
38
Thornton, Daniel L.
38
Hördahl, Peter
37
Kim, Don H.
37
Mishkin, Frederic S.
36
Gollier, Christian
35
Kaminska, Iryna
35
Schlögl, Erik
35
Wei, Min
35
Sarno, Lucio
33
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Singleton, Kenneth J.
32
Dewachter, Hans
31
Filipović, Damir
31
Joshi, Mark S.
31
Gouriéroux, Christian
30
Jarrow, Robert A.
30
Meldrum, Andrew
30
Bauer, Michael D.
29
Lemke, Wolfgang
29
Fabozzi, Frank J.
27
Guidolin, Massimo
27
Jondeau, Eric
27
more ...
less ...
Published in...
All
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational Management Science : CMS
1
Insurance / Mathematics & economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->