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Option pricing theory
139
Optionspreistheorie
139
Stochastic process
66
Stochastischer Prozess
66
Lebensversicherung
35
Life insurance
35
Portfolio selection
31
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Pelsser, Antoon André Jean
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Shen, Yang
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Ziveyi, Jonathan
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Siu, Tak Kuen
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4
Dhaene, Jan
3
Feng, Runhuan
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Gerber, Hans U.
3
Palmowski, Zbigniew
3
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Tunaru, Radu
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2
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Insurance / Mathematics & economics
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
240
Journal of banking & finance
220
Finance and stochastics
218
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
Journal of economic dynamics & control
139
European journal of operational research : EJOR
133
International journal of financial engineering
116
Finance research letters
111
Computational economics
109
Journal of mathematical finance
107
Risks : open access journal
96
NBER working paper series
88
Research paper series / Swiss Finance Institute
88
Working paper / National Bureau of Economic Research, Inc.
88
Journal of financial economics
86
The North American journal of economics and finance : a journal of financial economics studies
85
The European journal of finance
83
Asia-Pacific financial markets
77
Journal of econometrics
66
IMF working paper
64
Journal of financial and quantitative analysis : JFQA
64
Discussion paper / Centre for Economic Policy Research
62
The journal of finance : the journal of the American Finance Association
60
NBER Working Paper
58
Review of quantitative finance and accounting
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
SpringerLink / Bücher
56
SFB 649 discussion paper
54
Economic modelling
53
Annals of finance
52
International review of economics & finance : IREF
51
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
139
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method
Xu, Guoping
;
Zheng, Harry
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 415-422
Persistent link: https://www.econbiz.de/10008746991
Saved in:
5
A hidden Markov regime-switching model for option valuation
Liew, Chuin Ching
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 374-384
Persistent link: https://www.econbiz.de/10008747009
Saved in:
6
Valuation of guaranteed annuity options using a stochastic volatility model for equity prices
van Haastrecht, Alexander
;
Plat, Richard
;
Pelsser, …
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 266-277
Persistent link: https://www.econbiz.de/10008747073
Saved in:
7
Prices and sensitivities of Asian options : a survey
Boyle, Phelim P.
;
Potapchik, Alexander
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10003682191
Saved in:
8
Markov-modulated jump : diffusions for currency option pricing
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 461-469
Persistent link: https://www.econbiz.de/10003981142
Saved in:
9
Analysis of the expected discounted penalty function for a general jump-diffusion risk model and applications in finance
Chi, Yichun
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 385-396
Persistent link: https://www.econbiz.de/10003966601
Saved in:
10
Quantile hedging for equity-linked contracts
Klusik, Przemysław
;
Palmowski, Zbigniew
- In:
Insurance / Mathematics & economics
48
(
2011
)
2
,
pp. 280-286
Persistent link: https://www.econbiz.de/10008989318
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