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
Analytical pricing of American...
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
17
Mathematical finance
17
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
72
Type of publication
All
Article
139
Type of publication (narrower categories)
All
Article in journal
139
Aufsatz in Zeitschrift
139
Language
All
English
139
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
International journal of theoretical and applied finance
495
The journal of futures markets
371
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
259
The journal of computational finance
256
Applied mathematical finance
244
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Finance and stochastics
233
Quantitative finance
201
Review of derivatives research
185
Journal of economic dynamics & control
140
European journal of operational research : EJOR
135
Finance research letters
122
International journal of financial engineering
117
Computational economics
109
Journal of mathematical finance
108
Journal of financial economics
99
Risks : open access journal
94
Research paper series / Swiss Finance Institute
93
The North American journal of economics and finance : a journal of financial economics studies
89
The European journal of finance
88
Journal of financial and quantitative analysis : JFQA
82
Asia-Pacific financial markets
81
The review of financial studies
77
NBER working paper series
76
Working paper / National Bureau of Economic Research, Inc.
76
The journal of finance : the journal of the American Finance Association
74
Journal of econometrics
71
Review of quantitative finance and accounting
65
International review of economics & finance : IREF
61
Energy economics
59
International review of financial analysis
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
Annals of finance
57
Journal of risk and financial management : JRFM
55
SFB 649 discussion paper
54
Management science : journal of the Institute for Operations Research and the Management Sciences
53
SpringerLink / Bücher
52
Applied financial economics
51
more ...
less ...
Source
All
ECONIS (ZBW)
139
Showing
1
-
10
of
139
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing and hedging basket options with exact moment matching
Leccadito, Arturo
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 59-69
Persistent link: https://www.econbiz.de/10011530924
Saved in:
2
Efficient option risk measurement with reduced model risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
Saved in:
3
Pension risk management with funding and buyout options
Cox, Samuel H.
;
Lin, Yijia
;
Shi, Tianxiang
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 183-200
Persistent link: https://www.econbiz.de/10011825260
Saved in:
4
Valuation of employee stock options using the exercise multiple approach and life tables
Kyng, Timothy
;
Konstandatos, Otto
;
Bienek, Tobias
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 17-26
Persistent link: https://www.econbiz.de/10011492438
Saved in:
5
Analytical pricing of vulnerable options under a generalized jump-diffusion model
Fard, Farzad Alavi
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 19-28
Persistent link: https://www.econbiz.de/10010484842
Saved in:
6
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:
7
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:
8
Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
Saved in:
9
A capital allocation based on a solvency exchange option
Kim, Joseph H. T.
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 357-366
Persistent link: https://www.econbiz.de/10009517628
Saved in:
10
Pricing perpetual American catastrophe put options : a penalty function approach
Lin, X. Sheldon
;
Wang, Tao
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 287-295
Persistent link: https://www.econbiz.de/10009517636
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...
