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Option trading
Stochastic process
51
Stochastischer Prozess
51
Interest rate
45
Zins
45
stochastic interest rate
42
Stochastic interest rate
41
Option pricing theory
33
Optionspreistheorie
33
Portfolio selection
29
Portfolio-Management
29
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28
Theory
28
Yield curve
23
Zinsstruktur
23
Volatility
19
Volatilität
19
Finanzmathematik
9
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9
Optionsgeschäft
9
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8
Pensionskasse
8
Stochastic volatility
8
Altersvorsorge
7
Credit risk
7
Kreditrisiko
7
Private Altersvorsorge
7
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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
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5
portfolio optimization
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Bojarčenko, Svetlana I.
2
Appolloni, Elisa
1
Boyarchenko, Mitya
1
Cai, Cheng
1
Caramellino, Lucia
1
Chen, Shu-chuan
1
De Angelis, Tiziano
1
Fang, Yingyi
1
Gao, Y.
1
Kan, Xiu
1
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1
Levendorskij, Sergej Z.
1
Liang, Jin
1
Lin, Chung-gee
1
Ma, Chaoqun
1
Ma, Yong
1
Nikitopoulos, Christina Sklibosios
1
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1
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1
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Wu, Hui
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ECONIS (ZBW)
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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
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:
3
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:
4
The call option pricing based on investment strategy with
stochastic
interest
rate
Zhang, Xin
;
Shu, Huisheng
;
Kan, Xiu
;
Fang, Yingyi
; …
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10011846108
Saved in:
5
Efficent pricing of barrier options and credit default swapts in Lévy models with
stochastic
interest
rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
6
A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model
Appolloni, Elisa
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 377-401
Persistent link: https://www.econbiz.de/10011515669
Saved in:
7
Analyses of retirement benefits with options
Lin, Chung-gee
;
Yang, Wei-ning
;
Chen, Shu-chuan
- In:
Economic modelling
36
(
2014
),
pp. 130-135
Persistent link: https://www.econbiz.de/10010412430
Saved in:
8
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
Saved in:
9
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
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