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~isPartOf:"Applied economics letters"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~subject:"Real options analysis"
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Option Prices with Stochastic...
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Monte Carlo simulation
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Real options analysis
Option pricing theory
172
Optionspreistheorie
172
Stochastic process
71
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Dhaene, Jan
2
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Applied economics letters
Insurance / Mathematics & economics
International journal of theoretical and applied finance
76
The journal of computational finance
48
Quantitative finance
46
European journal of operational research : EJOR
40
Finance and stochastics
37
Journal of economic dynamics & control
36
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
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28
International journal of financial engineering
24
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22
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Research paper series / Swiss Finance Institute
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The journal of futures markets
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International review of financial analysis
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International journal of production economics
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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
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2
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
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3
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:
4
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:
5
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
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6
Control variates and conditional Monte Carlo for basket and Asian options
Dingeç, Kemal Dinçer
;
Hörmann, Wolfgang
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 421-434
Persistent link: https://www.econbiz.de/10009763657
Saved in:
7
Stochastic modeling and fair valuation of drawdown insurance
Zhang, Hongzhong
;
Leung, Tim
;
Hadjiliadis, Olympia
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 840-850
Persistent link: https://www.econbiz.de/10010227813
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8
Optimal dividend problem with a terminal value for spectrally positive Lévy processes
Yin, Chuancun
;
Wen, Yuzhen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 769-773
Persistent link: https://www.econbiz.de/10010227876
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9
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
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10
Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Fu, Ke-ang
;
Ng, Cheuk Yin Andrew
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 80-87
Persistent link: https://www.econbiz.de/10010385027
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