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Option pricing theory
Theorie
65
Theory
65
Portfolio selection
32
Portfolio-Management
32
Risiko
27
Risk
27
Optionspreistheorie
23
Risikomaß
19
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Risk management
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Life insurance
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Option trading
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Optionsgeschäft
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Private retirement provision
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Stochastischer Prozess
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Volatilität
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Mathematical programming
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Mathematische Optimierung
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Utility
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Black-Scholes model
5
Black-Scholes-Modell
5
Capital income
5
Decision under uncertainty
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Economics of insurance
5
Entscheidung unter Unsicherheit
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English
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Bernard, Carole
23
Cui, Zhenyu
10
Le Courtois, Olivier
4
McLeish, Don
4
Boyle, Phelim P.
3
Quittard-Pinon, François
3
De Gennaro Aquino, Luca
2
McLeish, Don L.
2
Vanduffel, Steven
2
Bank, Peter
1
Bondarenko, Oleg
1
Gornall, Will
1
Jiang, Xiao
1
Kolkiewicz, Adam
1
Lux, Thibaut
1
Papapantoleon, Antonis
1
Quittard-Pinon, Francois
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Tang, Junsen
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International journal of theoretical and applied finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance : revue de l'Association Française de Finance
1
Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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The European journal of finance
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The journal of computational finance
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ECONIS (ZBW)
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Optimal surrender policy for reverse mortgage loans
Bernard, Carole
;
Kolkiewicz, Adam
;
Tang, Junsen
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
3
,
pp. 600-625
Persistent link: https://www.econbiz.de/10015154566
Saved in:
2
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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3
Semi-analytical prices for lookback and barrier options under the Heston model
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 715-741
Persistent link: https://www.econbiz.de/10012127317
Saved in:
4
Model uncertainty, improved Fréchet-Hoeffding bounds and applications in mathematical finance
Lux, Thibaut
-
2017
Persistent link: https://www.econbiz.de/10012194488
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5
Bounds on multi-asset derivatives via neural networks
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012496914
Saved in:
6
On the martingale property in stochastic volatility models based on time-homogeneous diffusions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 194-223
Persistent link: https://www.econbiz.de/10011739452
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7
A new procedure for pricing Parisian options
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 45-53
Persistent link: https://www.econbiz.de/10003010772
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8
Evaluation en fair value de contrats participatifs
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 73-107
Persistent link: https://www.econbiz.de/10003229686
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9
Pricing derivatives with barriers in a stochastic interest rate environment
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2903-2938
Persistent link: https://www.econbiz.de/10003775152
Saved in:
10
Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
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