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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
79
Theory
79
Portfolio selection
43
Portfolio-Management
43
Option pricing theory
26
Risiko
26
Risk
26
Risikomaß
20
Risk measure
20
Credit risk
16
Kreditrisiko
16
Risikomanagement
16
Risk management
16
Lebensversicherung
15
Life insurance
15
Risikoaversion
13
Risk aversion
13
Stochastic process
13
Stochastischer Prozess
13
Option trading
9
Optionsgeschäft
9
Erwartungsnutzen
8
Expected utility
8
Insolvenz
8
Insolvency
7
Insurance
7
Measurement
7
Messung
7
Statistical distribution
7
Statistische Verteilung
7
Versicherung
7
Private Altersvorsorge
6
Private retirement provision
6
Volatility
6
Volatilität
6
Capital income
5
Diversification
5
Economics of insurance
5
Experiment
5
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Free
11
Undetermined
8
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Article
15
Book / Working Paper
11
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Article in journal
15
Aufsatz in Zeitschrift
15
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Language
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English
25
French
1
Author
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Bernard, Carole
21
Cui, Zhenyu
8
Le Courtois, Olivier
8
Quittard-Pinon, François
4
Boyle, Phelim P.
3
Bondarenko, Oleg
2
De Gennaro Aquino, Luca
2
McLeish, Don
2
McLeish, Don L.
2
Su, Xiaoshan
2
Vanduffel, Steven
2
Bank, Peter
1
Gornall, Will
1
Hainaut, Donatien
1
Jiang, Xiao
1
Lux, Thibaut
1
Menoncin, Francesco
1
Papapantoleon, Antonis
1
Tang, Junsen
1
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International journal of theoretical and applied finance
3
Applied mathematical finance
1
Asia Pacific financial markets
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
Finance : revue de l'Association Française de Finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
The European journal of finance
1
The journal of computational finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
26
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1
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:
2
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
Saved in:
3
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
Saved in:
4
Portfolio optimisation with jumps : illustration with a pension accumulation scheme
Le Courtois, Olivier
;
Menoncin, Francesco
- In:
Journal of banking & finance
60
(
2015
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011544926
Saved in:
5
Pricing and hedging defaultable participating contracts with regime switching and jump risk
Le Courtois, Olivier
;
Quittard-Pinon, François
;
Su, …
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 303-339
Persistent link: https://www.econbiz.de/10012285401
Saved in:
6
Structural pricing of CoCos and deposit insurance with regime switching and jumps
Le Courtois, Olivier
;
Su, Xiaoshan
- In:
Asia Pacific financial markets
27
(
2020
)
4
,
pp. 477-520
Persistent link: https://www.econbiz.de/10012390326
Saved in:
7
Pricing timer options
Bernard, Carole
;
Cui, Zhenyu
- In:
The journal of computational finance
15
(
2011/12
)
1
,
pp. 69-104
Persistent link: https://www.econbiz.de/10009382523
Saved in:
8
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Saved in:
9
Prices and asymptotics for discrete variance swaps
Bernard, Carole
;
Cui, Zhenyu
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 140-173
Persistent link: https://www.econbiz.de/10010352006
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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