//--> //--> //--> //-->
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
~subject:"Option pricing theory"
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:"stochastic interest rate"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
Stochastic process
51
Stochastischer Prozess
51
Interest rate
45
Zins
45
stochastic interest rate
42
Stochastic interest rate
41
Optionspreistheorie
33
Portfolio selection
29
Portfolio-Management
29
Theorie
28
Theory
28
Yield curve
23
Zinsstruktur
23
Volatility
19
Volatilität
19
Finanzmathematik
9
Mathematical finance
9
Option trading
9
Optionsgeschäft
9
Pension fund
8
Pensionskasse
8
Stochastic volatility
8
Altersvorsorge
7
Credit risk
7
Kreditrisiko
7
Private Altersvorsorge
7
Private retirement provision
7
Retirement provision
7
stochastic volatility
7
Derivat
6
Derivative
6
Lebensversicherung
6
Life insurance
6
Stochastic dynamic programming
6
Defined contribution pension plan
5
Hedging
5
Interest rate risk
5
Zinsrisiko
5
portfolio optimization
5
more ...
less ...
Online availability
All
Undetermined
20
Free
3
Type of publication
All
Article
32
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Conference paper
2
Konferenzbeitrag
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
33
Author
All
Molent, Andrea
3
Zanette, Antonino
3
Bojarčenko, Svetlana I.
2
Caramellino, Lucia
2
Melnikov, Alexander
2
Tong, Shuo
2
Xu, Wei
2
Alghalith, Moawia
1
Appolloni, Elisa
1
Baldeaux, Jan
1
Ballestra, Luca Vincenzo
1
Boyarchenko, Mitya
1
Briani, Maya
1
Cai, Cheng
1
Chen, Shu-chuan
1
Dai, Tian-Shyr
1
De Angelis, Tiziano
1
Deng, Dongya
1
Edwards, David A.
1
Fan, Chen-Chiang
1
Fang, Yingyi
1
Fung, Man Chung
1
Gao, Y.
1
Gong, Pu
1
Goudenege, Ludovic
1
Goudenège, Ludovic
1
Guan, Guohui
1
Gudkov, Nikolay
1
Horsky, Roman
1
Huang, Nan-Jing
1
Ignatieva, Ekaterina
1
Jiang, I-ming
1
Kan, Xiu
1
Kang, Boda
1
Lai, Yongzeng
1
Levendorskij, Sergej Z.
1
Liang, Jin
1
Liang, Zongxia
1
Lin, Chung-gee
1
Liu, Liang-Chih
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
3
International journal of theoretical and applied finance
3
Risk and decision analysis
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Applied mathematical finance
2
Economic modelling
2
Quantitative finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of computational finance
2
Annals of financial economics
1
Applied economics
1
Computational Management Science : CMS
1
Computational economics
1
IMA journal of management mathematics
1
International journal of financial engineering
1
Journal of mathematical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
The journal of futures markets
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The American put with finite-time maturity and
stochastic
interest
rate
Cai, Cheng
;
De Angelis, Tiziano
;
Palczewski, Jan
- In:
Mathematical finance : an international journal of …
32
(
2022
)
4
,
pp. 1170-1213
Persistent link: https://www.econbiz.de/10013463400
Saved in:
2
Optimal exercise frontier of Bermudan options by simulation methods
Xie, Dejun
;
Edwards, David A.
;
Wu, Xiaoxia
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250013-1-2250013-20
Persistent link: https://www.econbiz.de/10013367611
Saved in:
3
A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
Dai, Tian-Shyr
;
Fan, Chen-Chiang
;
Liu, Liang-Chih
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2103-2134
Persistent link: https://www.econbiz.de/10013465872
Saved in:
4
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
5
Expansion method for pricing foreign exchange options under stochastic volatility and interest rates
Nagami, Kenji
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 29-50
Persistent link: https://www.econbiz.de/10012938885
Saved in:
6
Pricing options under
stochastic
interest
rate
and the Frasca-Farina process : a simple, explicit formula
Alghalith, Moawia
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10012650873
Saved in:
7
Application of power series approximation techniques to valuation of European style options
Gudkov, Nikolay
;
Ziveyi, Jonathan
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 609-635
Persistent link: https://www.econbiz.de/10012483842
Saved in:
8
Pricing vulnerable options with stochastic volatility and
stochastic
interest
rate
Ma, Chaoqun
;
Yue, Shengjie
;
Wu, Hui
;
Ma, Yong
- In:
Computational economics
56
(
2020
)
2
,
pp. 391-429
Persistent link: https://www.econbiz.de/10012272041
Saved in:
9
Risk-based capital for variable annuity under
stochastic
interest
rate
Wang, JinDong
;
Xu, Wei
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 959-999
Persistent link: https://www.econbiz.de/10012307392
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->