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~subject:"Option pricing theory"
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Option pricing theory
Theorie
106
Theory
106
Portfolio selection
43
Portfolio-Management
43
Risiko
33
Risk
33
Risikomaß
30
Risk measure
30
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24
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24
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23
Messung
23
Optionspreistheorie
22
Versicherungsmathematik
19
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18
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17
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17
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14
Statistical distribution
14
Statistische Verteilung
14
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12
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12
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Stochastischer Prozess
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9
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8
Capital income
7
Cash Flow
7
Cash flow
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Finanzmathematik
7
Insurance premium
7
Kapitaleinkommen
7
Martingal
7
Martingale
7
Mathematical finance
7
Versicherung
7
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7
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5
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English
22
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Dhaene, Jan
16
Goovaerts, Marc J.
8
Schoutens, Wim
5
Linders, Daniël
4
Vanduffel, Steven
4
Barigou, Karim
3
De Schepper, Ann
3
Vyncke, David
3
Albrecher, Hansjörg
2
Deelstra, Griselda
2
Delong, Łukasz
2
Kaas, R.
2
Shang, Zhaoning
2
Vanmaele, Michèle
2
Ahcan, Ales
1
Bernard, Carole
1
Bondarenko, Oleg
1
Chen, Bingzheng
1
Chen, Ze
1
Decamps, Marc
1
Devolder, Pierre
1
Henrard, Luc
1
Hounnon, Hippolyte
1
Hüttner, Amelie Angelika
1
Laeven, Roger
1
Maj, Mateusz
1
Rayée, Grégory
1
Scherer, Matthias
1
Stassen, Ben
1
Vellekoop, Michel
1
Werner, Ralf
1
Yang, Tianyu
1
Yao, Jing
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Insurance / Mathematics & economics
3
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
AFI
2
Astin bulletin : the journal of the International Actuarial Association
2
Discussion paper / Tinbergen Institute
2
Advanced mathematical methods for finance
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Review of derivatives research
1
Scandinavian actuarial journal
1
The journal of computational finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
22
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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:
2
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:
3
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:
4
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:
5
Static hedging of Asian options under Lévy models
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
3
,
pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
Saved in:
6
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:
7
Selected topics in credit risk: Realistic modeling of correlations and new pricing approaches for credit products
Hüttner, Amelie Angelika
-
2019
Persistent link: https://www.econbiz.de/10012108528
Saved in:
8
Using model-independent lower bounds to improve pricing of Asian style options in Lévy markets
Deelstra, Griselda
;
Rayée, Grégory
;
Vanduffel, Steven
; …
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 237-276
Persistent link: https://www.econbiz.de/10010393957
Saved in:
9
An explicit option-based strategy that outperforms dollar cost averaging
Vanduffel, Steven
;
Ahcan, Ales
;
Henrard, Luc
;
Maj, Mateusz
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009624518
Saved in:
10
A model-free approach to multivariate option pricing
Bernard, Carole
;
Bondarenko, Oleg
;
Vanduffel, Steven
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 135-155
Persistent link: https://www.econbiz.de/10012549100
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