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~isPartOf:"Insurance / Mathematics & economics"
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Option Prices with Stochastic...
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Option pricing theory
172
Optionspreistheorie
172
Stochastic process
71
Stochastischer Prozess
71
Lebensversicherung
35
Life insurance
35
Portfolio selection
35
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Wang, Xingchun
6
Pelsser, Antoon André Jean
5
Shen, Yang
5
Ziveyi, Jonathan
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Ryu, Doojin
4
Siu, Tak Kuen
4
Yang, Hailiang
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Dhaene, Jan
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Feng, Runhuan
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Gerber, Hans U.
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2
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2
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2
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2
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Applied economics letters
Insurance / Mathematics & economics
International journal of theoretical and applied finance
496
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
262
Applied mathematical finance
257
Finance and stochastics
228
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Journal of banking & finance
214
Quantitative finance
201
Review of derivatives research
178
Journal of economic dynamics & control
135
European journal of operational research : EJOR
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Finance research letters
121
International journal of financial engineering
118
Journal of mathematical finance
109
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99
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89
Asia-Pacific financial markets
86
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Energy economics
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56
SFB 649 discussion paper
55
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The journal of real estate finance and economics
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ECONIS (ZBW)
173
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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
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2
The valuation of options on discrete dividend-paying stocks
Shan, Yuanchuang
;
Shu, Huisheng
;
Zhang, Xuekang
;
Yi, Haoran
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1090-1095
Persistent link: https://www.econbiz.de/10014558681
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3
Retrieval of Black-Scholes and generalized Erlang models by perturbed observations at a fixed time
Neuenschwander, Daniel
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 453-458
Persistent link: https://www.econbiz.de/10003682579
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4
Lookback options and dynamic fund protection under multiscale stochastic volatility
Wong, Hoi Ying
;
Chan, Chun Man
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 357-385
Persistent link: https://www.econbiz.de/10003755752
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5
The effect of management discretion on hedging and fair valuation of participating policies with maturity guarantees
Kleinow, Torsten
;
Willder, Mark
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 445-458
Persistent link: https://www.econbiz.de/10003755768
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6
Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure
Frostig, Esther
;
Zaks, Yaniv
;
Levikson, Benny
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 459-467
Persistent link: https://www.econbiz.de/10003755773
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7
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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8
Calculating implied volatility using the bisection algorithm : a note
Berry, R. H.
;
Zuo, X.
- In:
Applied economics letters
16
(
2009
)
13/15
,
pp. 1399-1402
Persistent link: https://www.econbiz.de/10003894265
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9
Accurate approximation formulas for stock options with discrete dividends
Dai, Tian-Shyr
;
Lyuu, Yuh-dauh
- In:
Applied economics letters
16
(
2009
)
16/18
,
pp. 1657-1663
Persistent link: https://www.econbiz.de/10003932250
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10
A note on applying option pricing theory to emerging mortgage and mortgage-backed securities markets
Fei, Peng
- In:
Applied economics letters
17
(
2010
)
7/9
,
pp. 881-885
Persistent link: https://www.econbiz.de/10003996975
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