//--> //--> //--> //-->
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:"Insurance / Mathematics & economics"
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
Volatility and correlation : T...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
139
Optionspreistheorie
139
Stochastic process
66
Stochastischer Prozess
66
Lebensversicherung
35
Life insurance
35
Portfolio selection
31
Portfolio-Management
31
Volatility
26
Volatilität
26
Hedging
21
Finanzmathematik
18
Mathematical finance
18
Option trading
15
Optionsgeschäft
15
Derivat
14
Derivative
14
Interest rate
14
Mortality
14
Risk
14
Sterblichkeit
14
Zins
14
Private Altersvorsorge
13
Private retirement provision
13
Risiko
13
Lévy process
11
Risikomanagement
11
Risk management
11
Dividend
10
Dividende
10
Variable annuities
10
Markov chain
9
Markov-Kette
9
Risikomodell
9
Risk model
9
Stochastic volatility
9
Altersvorsorge
8
Retirement provision
8
Credit risk
7
Kreditrisiko
7
more ...
less ...
Online availability
All
Undetermined
73
Type of publication
All
Article
142
Type of publication (narrower categories)
All
Article in journal
142
Aufsatz in Zeitschrift
142
Language
All
English
142
Author
All
Pelsser, Antoon André Jean
5
Shen, Yang
5
Ziveyi, Jonathan
5
Siu, Tak Kuen
4
Yang, Hailiang
4
Dhaene, Jan
3
Feng, Runhuan
3
Gerber, Hans U.
3
Palmowski, Zbigniew
3
Shiu, Elias S. W.
3
Tunaru, Radu
3
Yamazaki, Kazutoshi
3
Bo, Lijun
2
Chen, Ping
2
Costabile, Massimo
2
Deelstra, Griselda
2
Delong, Łukasz
2
Fusai, Gianluca
2
Godin, Frédéric
2
Grasselli, Martino
2
Hainaut, Donatien
2
Hao, Xuemiao
2
Kang, Boda
2
Landriault, David
2
Li, Bin
2
Li, Xuan
2
Li, Zhongfei
2
Liang, Zongxia
2
Lin, X. Sheldon
2
Melʹnikov, Aleksandr V.
2
Palmowski, Z.
2
Plat, Richard
2
Pérez, José-Luis
2
Schmeiser, Hato
2
Sherris, Michael
2
Shimizu, Yasutaka
2
Trottier, Denis-Alexandre
2
Wang, Yongjin
2
Weng, Chengguo
2
Wong, Hoi Ying
2
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
SpringerLink / Bücher
660
International journal of theoretical and applied finance
484
The journal of futures markets
395
Mathematical finance : an international journal of mathematics, statistics and financial theory
264
Europäische Hochschulschriften / 5
259
The journal of computational finance
259
Applied mathematical finance
252
Gabler Edition Wissenschaft
248
Journal of banking & finance
232
Finance and stochastics
224
The journal of derivatives : the official publication of the International Association of Financial Engineers
216
Quantitative finance
202
IMF Staff Country Reports
173
Review of derivatives research
173
Springer eBook Collection / Business and Economics
145
European journal of operational research : EJOR
140
Journal of economic dynamics & control
137
Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung
121
Finance research letters
120
International journal of financial engineering
118
Journal of mathematical finance
110
Wiley finance series
109
Computational economics
107
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
104
IMF Working Papers
103
Risks : open access journal
101
Journal of financial economics
96
Research paper series / Swiss Finance Institute
96
NBER working paper series
91
Lehrbuch
90
The European journal of finance
88
Schriftenreihe Finanzmanagement
87
Working paper / National Bureau of Economic Research, Inc.
86
The North American journal of economics and finance : a journal of financial economics studies
85
The journal of finance : the journal of the American Finance Association
84
Bank- und finanzwirtschaftliche Forschungen
82
The review of financial studies
81
Asia-Pacific financial markets
80
Journal of financial and quantitative analysis : JFQA
78
more ...
less ...
Source
All
ECONIS (ZBW)
142
Showing
1
-
10
of
142
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the pricing of longevity-linked
securities
Bauer, Daniel
;
Börger, Matthias
;
Ruß, Jochen
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 139-149
Persistent link: https://www.econbiz.de/10003953326
Saved in:
2
An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates
Koch, Inge
;
De Schepper, Ann
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 386-402
Persistent link: https://www.econbiz.de/10003755755
Saved in:
3
Term structure extrapolation and asymptotic forward rates
Kort, Jan de
;
Vellekoop, Michel
;
Sun, Zhongyang
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 107-119
Persistent link: https://www.econbiz.de/10011457171
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->