//--> //--> //--> //-->
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:"Quantitative finance"
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
Forward mortality rates in dis...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
196
Optionspreistheorie
196
Volatility
108
Volatilität
108
Stochastic process
107
Stochastischer Prozess
107
CAPM
51
Option trading
51
Optionsgeschäft
51
Derivat
42
Derivative
42
Portfolio selection
36
Portfolio-Management
36
Option pricing
29
Hedging
27
Experiment
26
Stochastic volatility
26
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Theorie
24
Theory
24
Black-Scholes model
21
Black-Scholes-Modell
21
Capital income
21
Kapitaleinkommen
21
Yield curve
18
Zinsstruktur
18
Forecasting model
16
Implied volatility
16
Prognoseverfahren
16
Statistical distribution
16
Statistische Verteilung
16
Börsenkurs
15
Risiko
15
Risk
15
Share price
15
Estimation
14
Rough volatility
14
Neural networks
13
Neuronale Netze
13
more ...
less ...
Online availability
All
Undetermined
205
Free
27
Type of publication
All
Article
232
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
233
Aufsatz in Zeitschrift
233
Conference paper
4
Konferenzbeitrag
4
Aufsatzsammlung
1
Language
All
English
233
Author
All
Bayer, Christian
7
Gatheral, Jim
4
Radoičić, Radoš
4
Tempone, Raúl
4
Chan, Tat Lung
3
Felpel, Mike
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Wong, Hoi Ying
3
Ziveyi, Jonathan
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Ben Hammouda, Chiheb
2
Bunn, Derek W.
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Cui, Zhenyu
2
Dai, Tian-Shyr
2
De Marco, Stefano
2
Deelstra, Griselda
2
Delage, Erick
2
Ding, Rui
2
Drapeau, Samuel
2
Friz, Peter K.
2
Funahashi, Hideharu
2
Gang, Jianhua
2
Garces, Len Patrick Dominic M.
2
Glau, Kathrin
2
Godin, Frédéric
2
González-Urteaga, Ana
2
Gudkov, Nikolay
2
Gulisashvili, Archil
2
Guyon, Julien
2
Hainaut, Donatien
2
He, Xin-Jiang
2
Hilliard, Jimmy E.
2
Hull, John
2
more ...
less ...
Institution
All
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
Published in...
All
Quantitative finance
NBER working paper series
870
Working paper / National Bureau of Economic Research, Inc.
753
NBER Working Paper
674
International journal of theoretical and applied finance
517
Journal of banking & finance
479
Journal of financial economics
389
Insurance / Mathematics & economics
380
The journal of futures markets
333
Mathematical finance : an international journal of mathematics, statistics and financial theory
327
Journal of economic dynamics & control
308
The journal of finance : the journal of the American Finance Association
295
Discussion paper series / IZA
293
Finance research letters
291
Finance and stochastics
277
The review of financial studies
273
Applied mathematical finance
259
The journal of computational finance
258
Working paper
222
The journal of derivatives : the official publication of the International Association of Financial Engineers
220
Risks : open access journal
209
Journal of empirical finance
200
IZA Discussion Papers
196
Research paper series / Swiss Finance Institute
184
Review of derivatives research
181
International review of financial analysis
179
Journal of financial and quantitative analysis : JFQA
179
European journal of operational research : EJOR
175
Applied economics
173
CESifo working papers
173
Management science : journal of the Institute for Operations Research and the Management Sciences
167
Discussion paper / Centre for Economic Policy Research
166
Economics letters
164
The North American journal of economics and finance : a journal of financial economics studies
164
IZA Discussion Paper
161
Journal of health economics
159
Discussion papers / CEPR
156
Economic modelling
156
The European journal of finance
155
Journal of econometrics
148
more ...
less ...
Source
All
ECONIS (ZBW)
233
Showing
1
-
10
of
233
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic
mortality
via the componentwise splitt...
Gudkov, Nikolay
;
Ignatieva, Ekaterina
;
Ziveyi, Jonathan
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10012194671
Saved in:
2
Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and
mortality
risk
Dai, Tian-Shyr
;
Liu, Liang-Chih
;
Yang, Sharon S.
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1325-1339
Persistent link: https://www.econbiz.de/10014339929
Saved in:
3
Bond indifference prices
Lorig, Matthew
;
Zou, Bin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1223-1233
Persistent link: https://www.econbiz.de/10012588039
Saved in:
4
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
5
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
6
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
Saved in:
7
The value of convexity : a theoretical and empirical investigation
Rebonato, Riccardo
;
Putyatin, Vladislav
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 11-30
Persistent link: https://www.econbiz.de/10011905821
Saved in:
8
Moment generating functions and normalized implied volatilities : unification and extension via Fukasawa's pricing formula
De Marco, Stefano
;
Martini, Claude
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 609-622
Persistent link: https://www.econbiz.de/10011906443
Saved in:
9
A dynamic equilibrium model for U-shaped pricing kernels
Yamazaki, Akira
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 851-875
Persistent link: https://www.econbiz.de/10011907953
Saved in:
10
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
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...
//-->