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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Option pricing theory
13
Optionspreistheorie
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Lebensversicherung
6
Theorie
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Theory
6
Life insurance
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Discrete-time models
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Portfolio selection
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Costabile, Massimo
3
Massabo, Ivar
3
Russo, Emilio
2
Beraldi, Patrizia
1
De Simone, Francesco
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Violi, Antonio
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Applied mathematical finance
1
IMA journal of management mathematics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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A mulistage stochastic programming approach for capital budgeting problems under uncertainty
Beraldi, Patrizia
;
Violi, Antonio
;
De Simone, Francesco
; …
- In:
IMA journal of management mathematics
24
(
2013
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10009716279
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2
A forward shooting grid method for option pricing with stochastic volatility
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
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3
A path-independent humped volatility model for option pricing
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 191-210
Persistent link: https://www.econbiz.de/10010187670
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