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Static hedging of Asian option...
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Option pricing theory
Theorie
179
Theory
178
Optionspreistheorie
73
Risiko
46
Risk
44
Portfolio selection
43
Portfolio-Management
43
Risikomodell
35
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35
Stochastischer Prozess
34
Stochastic process
32
Messung
31
Hedging
30
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30
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Risk measure
29
Versicherungsmathematik
25
Actuarial mathematics
21
Derivat
21
Derivative
21
Finanzmathematik
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Volatilität
20
Probability theory
19
Risk management
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Statistical distribution
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Statistische Verteilung
19
Wahrscheinlichkeitsrechnung
19
Option trading
17
Optionsgeschäft
17
Versicherungstechnik
17
Black-Scholes model
16
Credit risk
16
Lebensversicherung
16
Life insurance
16
Mathematical finance
16
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15
CAPM
14
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English
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Schoutens, Wim
56
Madan, Dilip B.
21
Dhaene, Jan
19
Linders, Daniël
9
Guillaume, Florence
8
De Spiegeleer, Jan
7
Goovaerts, Marc J.
7
Jönsson, Henrik
5
Reyners, Sofie
5
Barigou, Karim
4
Corcuera, José Manuel
3
De Schepper, Ann
3
Eberlein, Ernst
3
Höcht, Stephan
3
Junike, Gero
3
Vanmaele, Michèle
3
Verschueren, Eva
3
Vyncke, David
3
Albrecher, Hansjörg
2
Delong, Łukasz
2
Fang, Fang
2
Fiorin, Lucio
2
Hounnon, Hippolyte
2
Kaas, R.
2
Oosterlee, Cornelis W.
2
Shang, Zhaoning
2
Wang, King
2
Albrecher, H.
1
Arratia, Argimiro
1
Barbachan, José Santiago Fajardo
1
Cabaña, Alejandra
1
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1
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1
Chen, Bingzheng
1
Chen, Ze
1
Davis, Jesse
1
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1
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1
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1
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Insurance / Mathematics & economics
4
AFI
3
International journal of financial engineering
3
International journal of theoretical and applied finance
3
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
Review of derivatives research
3
The journal of computational finance
3
Annals of finance
2
Applied mathematical finance
2
Discussion paper / Tinbergen Institute
2
Quantitative finance
2
Robert H. Smith School Research Paper
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advanced mathematical methods for finance
1
Astin bulletin : the journal of the International Actuarial Association
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
EURANDOM reports
1
International Journal of Portfolio Analysis and Management
1
Journal of banking & finance
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Risks : open access journal
1
Scandinavian actuarial journal
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The European journal of finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Tijdschrift voor economie en management
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Wiley series in probability and statistics
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ECONIS (ZBW)
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Static hedging of Asian options under Lévy models : the comonotonicity approach
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
-
2003
Persistent link: https://www.econbiz.de/10001938553
Saved in:
2
A recursive approach to mortality-linked derivative pricing
Shang, Zhaoning
;
Goovaerts, Marc J.
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 240-248
Persistent link: https://www.econbiz.de/10009242028
Saved in:
3
Bounds for present value functions with stochastic interest rates and stochastic volatility
De Schepper, Ann
;
Goovaerts, Marc J.
;
Dhaene, Jan
;
Kaas, R.
-
2002
Persistent link: https://www.econbiz.de/10001655514
Saved in:
4
On the distribution of cash flows using Esscher transforms
Vyncke, David
;
Goovaerts, Marc J.
;
De Schepper, Ann
; …
- In:
The journal of risk and insurance : the journal of the …
70
(
2003
)
3
,
pp. 563-575
Persistent link: https://www.econbiz.de/10001787185
Saved in:
5
An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
-
2003
Persistent link: https://www.econbiz.de/10001769796
Saved in:
6
Pricing exotic options under local volatility
Decamps, Marc
;
Goovaerts, Marc J.
;
De Schepper, Ann
- In:
Tijdschrift voor economie en management
50
(
2005
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10002749078
Saved in:
7
Transform analysis and asset pricing for diffusion processes : a recursive approach
Goovaerts, Marc J.
;
Laeven, Roger
;
Shang, Zhaoning
- In:
The journal of computational finance
16
(
2012/13
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10009631863
Saved in:
8
Pricing of Parisian options for a jump-diffusion model with two-sided jumps
Albrecher, Hansjörg
;
Kortschak, Dominik
;
Zhou, Xiaowen
- In:
Applied mathematical finance
19
(
2012
)
1/2
,
pp. 97-129
Persistent link: https://www.econbiz.de/10009561239
Saved in:
9
Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
-
2015
-
Version: December 19, 2014
Persistent link: https://www.econbiz.de/10011418887
Saved in:
10
Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011333475
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