//--> //--> //--> //-->
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
~isPartOf:"Applied economics letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~subject:"Credit risk"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~subject:"Real options analysis"
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
Option Prices with Stochastic...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Monte Carlo simulation
Portfolio-Management
Real options analysis
Option pricing theory
380
Optionspreistheorie
380
Volatility
111
Volatilität
111
Stochastic process
103
Stochastischer Prozess
103
Option trading
68
Optionsgeschäft
68
Derivat
59
Derivative
59
Theorie
54
Theory
54
Hedging
46
Portfolio selection
46
Lebensversicherung
36
Life insurance
36
Yield curve
29
Zinsstruktur
29
Risikoprämie
27
Risk premium
27
Kreditrisiko
26
Capital income
24
Estimation
24
Kapitaleinkommen
24
Risk
24
Risiko
23
Schätzung
23
Black-Scholes model
22
Black-Scholes-Modell
22
Interest rate
21
Zins
21
CAPM
20
Finanzmathematik
18
Mathematical finance
18
Risikomanagement
18
Risk management
18
USA
18
United States
18
more ...
less ...
Online availability
All
Undetermined
46
Type of publication
All
Article
83
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
84
Aufsatz in Zeitschrift
84
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
84
Author
All
Koussis, Nicos
3
Martzoukos, Spiros A.
3
Trigeorgis, Lenos
3
Wang, Xingchun
3
Agarwal, Vineet
2
Das, Sanjiv R.
2
Dhaene, Jan
2
Hao, Xuemiao
2
Klein, Peter
2
Li, Xuan
2
Melʹnikov, Aleksandr V.
2
Yang, Xuewei
2
Zeng, Yan
2
Aase Nielsen, Jørgen
1
Andersson, Patrik
1
Baldeaux, Jan
1
Barbachan, José Santiago Fajardo
1
Barigou, Karim
1
Barone-Adesi, Giovanni
1
Barro, Diana
1
Barsotti, Flavia
1
Bauer, Julian
1
Başoğlu, İsmail
1
Beetsma, Roel
1
Bo, Lijun
1
Boloorforoosh, Ali
1
Bongaerts, Dion
1
Bosserhoff, Frank
1
Broeders, Dirk W. G. A.
1
Budhi Arta Surya
1
Cantia, Catalin
1
Cao, Jingyi
1
Carbonneau, Alexandre
1
Carr, Peter
1
Casalini, Riccardo
1
Charlier, Erwin
1
Chen, A.-S.
1
Chen, Bingzheng
1
Chen, Damiaan H. J.
1
Chen, Ze
1
more ...
less ...
Published in...
All
Applied economics letters
Insurance / Mathematics & economics
Journal of banking & finance
International journal of theoretical and applied finance
100
The journal of computational finance
55
Quantitative finance
53
European journal of operational research : EJOR
45
Finance and stochastics
42
Journal of economic dynamics & control
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Applied mathematical finance
38
International journal of financial engineering
30
Journal of mathematical finance
26
Finance research letters
24
Review of derivatives research
24
The European journal of finance
24
Risks : open access journal
23
The North American journal of economics and finance : a journal of financial economics studies
23
Energy economics
22
The journal of futures markets
22
Computational economics
21
International review of financial analysis
20
Journal of risk and financial management : JRFM
19
Research paper series / Swiss Finance Institute
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
16
Asia-Pacific financial markets
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
SpringerLink / Bücher
14
Decisions in economics and finance : DEF ; a journal of applied mathematics
11
Economic modelling
11
Mathematics and financial economics
11
Mathematics of operations research
11
Annals of finance
10
Applied economics
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
10
Mathematical methods of operations research
10
Operations research letters
10
Annals of financial economics
9
Discussion paper / Tinbergen Institute
9
more ...
less ...
Source
All
ECONIS (ZBW)
84
Showing
1
-
10
of
84
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
2
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
3
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
Saved in:
4
Optimal strategies for hedging portfolios of unit-linked life insurance contracts with minimum death guarantee
Nteukam T., Oberlain
;
Planchet, Frédéric
;
Thérond, …
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10008989359
Saved in:
5
Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun
;
Song, Renming
;
Tang, DanLing
;
Wang, Yongjin
; …
- In:
Insurance / Mathematics & economics
50
(
2012
)
2
,
pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
Saved in:
6
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
7
Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform
Hao, Xuemiao
;
Li, Xuan
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 103-110
Persistent link: https://www.econbiz.de/10011422882
Saved in:
8
Designing and pricing guarantee options in defined contribution pension plans
Consiglio, Andrea
;
Tumminello, Michele
;
Zenios, Stauros …
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 267-279
Persistent link: https://www.econbiz.de/10011428673
Saved in:
9
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
10
The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->