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~subject:"Option pricing theory"
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Option pricing theory
Theorie
103
Theory
103
Risiko
33
Risk
33
Risikomodell
28
Risk model
28
Portfolio selection
19
Portfolio-Management
19
Measurement
18
Messung
18
Mortality
17
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17
Versicherungsmathematik
15
Actuarial mathematics
14
Risikomaß
14
Risk measure
14
Statistical distribution
13
Statistische Verteilung
13
Stochastic process
13
Stochastischer Prozess
13
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12
Risk management
12
Estimation theory
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Lebensversicherung
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Life insurance
11
Risk aversion
11
Schätztheorie
11
Decision under risk
10
Entscheidung unter Risiko
10
Risikoaversion
10
Insurance premium
9
Versicherungsbeitrag
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Optionspreistheorie
8
Risikotheorie
8
Cash Flow
7
Cash flow
7
Estimation
7
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5
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5
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2
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2
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English
8
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Goovaerts, Marc J.
8
Dhaene, Jan
6
De Schepper, Ann
3
Vyncke, David
3
Albrecher, Hansjörg
2
Kaas, R.
2
Schoutens, Wim
2
Shang, Zhaoning
2
Decamps, Marc
1
Laeven, Roger
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
Insurance / Mathematics & economics
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
1
Tijdschrift voor economie en management
1
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ECONIS (ZBW)
8
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1
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:
2
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:
3
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:
4
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:
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
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:
7
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:
8
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:
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