//--> //--> //--> //-->
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
~subject:"Optionspreistheorie"
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
Bounds for present value funct...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Theorie
127
Theory
127
Risiko
30
Risk
29
Risikomaß
28
Risk measure
28
Messung
27
Measurement
26
Option pricing theory
26
Risikomodell
25
Risk model
25
Portfolio selection
24
Portfolio-Management
24
Versicherungsmathematik
23
Actuarial mathematics
22
Risk management
18
Comonotonicity
17
Lebensversicherung
16
Life insurance
16
Risikomanagement
16
Hedging
15
Multivariate Verteilung
12
Multivariate distribution
12
Statistical distribution
11
Statistische Verteilung
11
Stochastic process
11
Stochastischer Prozess
11
comonotonicity
10
Estimation theory
9
Finanzmathematik
9
Herdenverhalten
9
Herding
9
Mathematical finance
9
Risikotheorie
9
Schätztheorie
9
Aktienmarkt
8
Allocation
8
Allokation
8
Black-Scholes model
8
more ...
less ...
Online availability
All
Free
10
Undetermined
5
Type of publication
All
Article
13
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
5
Working Paper
5
Aufsatz im Buch
1
Book section
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
26
Author
All
Dhaene, Jan
20
Goovaerts, Marc J.
8
Linders, Daniël
7
Schoutens, Wim
7
De Schepper, Ann
5
Vyncke, David
5
Barigou, Karim
4
Vanmaele, Michèle
3
Albrecher, Hansjörg
2
Decamps, Marc
2
Delong, Łukasz
2
Hounnon, Hippolyte
2
Kaas, R.
2
Shang, Zhaoning
2
Chateauneuf, Alain
1
Chen, Bingzheng
1
Chen, Ze
1
Deelstra, Griselda
1
Devolder, Pierre
1
Gudmundsson, Hilmar
1
Heijnen, Bart
1
Laeven, Roger
1
Mostoufi, Mina
1
Stassen, Ben
1
Vellekoop, Michel
1
Yang, Tianyu
1
more ...
less ...
Institution
All
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
1
Published in...
All
Insurance / Mathematics & economics
3
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
AFI
2
Discussion paper / Tinbergen Institute
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
European journal of operational research : EJOR
1
International journal of financial engineering
1
Scandinavian actuarial journal
1
The journal of computational finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Tijdschrift voor economie en management
1
Working papers / Faculty of Applied Economics, Universiteit Antwerpen
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
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
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:
6
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:
7
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:
8
On the pricing of options under limited information
De Schepper, Ann
(
contributor
);
Heijnen, Bart
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002089715
Saved in:
9
Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
Saved in:
10
On the calibration of the 3/2 model
Gudmundsson, Hilmar
;
Vyncke, David
- In:
European journal of operational research : EJOR
276
(
2019
)
3
,
pp. 1178-1192
Persistent link: https://www.econbiz.de/10012003744
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->