//--> //--> //--> //-->
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
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
Valuation of conditional pensi...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Optionspreistheorie
14,810
Option pricing theory
14,351
Pensionskasse
6,138
Pension fund
5,951
Theorie
5,058
Theory
4,899
Volatilität
4,070
Volatility
4,007
Stochastischer Prozess
3,392
Stochastic process
3,339
Optionsgeschäft
2,985
Option trading
2,965
Portfolio-Management
2,575
Portfolio selection
2,555
Derivat
2,499
Derivative
2,497
Altersvorsorge
2,200
Retirement provision
2,196
Verbindlichkeiten
1,771
Corporate debt
1,739
Black-Scholes-Modell
1,724
Black-Scholes model
1,675
USA
1,540
United States
1,499
Hedging
1,390
Betriebliche Altersversorgung
1,290
Occupational pension plan
1,275
Gesetzliche Rentenversicherung
1,183
Public pension system
1,178
Schätzung
1,102
CAPM
1,096
Estimation
1,077
Zinsstruktur
1,010
Yield curve
1,000
Kapitaleinkommen
928
Capital income
926
Risiko
905
Risk
900
Private Altersvorsorge
765
Kreditrisiko
764
more ...
less ...
Online availability
All
Free
7,846
Undetermined
4,522
Type of publication
All
Article
12,263
Book / Working Paper
11,621
Journal
47
Other
3
Type of publication (narrower categories)
All
Article in journal
10,906
Aufsatz in Zeitschrift
10,906
Graue Literatur
3,442
Non-commercial literature
3,442
Working Paper
3,246
Arbeitspapier
3,015
Aufsatz im Buch
1,134
Book section
1,134
Hochschulschrift
785
Thesis
613
Collection of articles of several authors
252
Sammelwerk
252
Lehrbuch
197
Textbook
185
Amtsdruckschrift
139
Government document
139
Aufsatzsammlung
133
Dissertation u.a. Prüfungsschriften
115
Collection of articles written by one author
103
Sammlung
103
Bibliografie enthalten
101
Bibliography included
101
Konferenzschrift
77
Conference paper
67
Konferenzbeitrag
67
Conference proceedings
47
Forschungsbericht
43
Case study
37
Fallstudie
37
Glossar enthalten
37
Glossary included
37
Reprint
36
Handbook
35
Handbuch
35
Systematic review
25
Übersichtsarbeit
25
Statistik
22
Bibliografie
19
Statistics
19
Article
18
more ...
less ...
Language
All
English
21,821
German
1,260
Undetermined
326
French
144
Spanish
97
Russian
75
Italian
65
Dutch
63
Polish
39
Portuguese
16
Swedish
15
Czech
9
Danish
8
Hungarian
7
Slovenian
4
Serbian
3
Bulgarian
2
Finnish
2
Lithuanian
2
Norwegian
2
Ukrainian
2
Croatian
1
Multiple languages
1
Slovak
1
more ...
less ...
Author
All
Madan, Dilip B.
93
Blake, David
83
Fabozzi, Frank J.
82
Mitchell, Olivia S.
75
Cui, Zhenyu
73
Härdle, Wolfgang
73
Joshi, Mark S.
67
Carr, Peter
64
Schoutens, Wim
61
Broeders, Dirk
59
Takahashi, Akihiko
59
Stentoft, Lars
55
Chiarella, Carl
53
Elliott, Robert J.
53
Yermo, Juan
50
Vittas, Dimitri
48
Impavido, Gregorio
47
Jacobs, Kris
47
Wystup, Uwe
46
Bateman, Hazel
42
Hull, John
42
Davis, E. Philip
41
Korn, Ralf
41
Stewart, Fiona
41
Jarrow, Robert A.
40
Kwok, Yue-Kuen
40
Platen, Eckhard
40
Scaillet, Olivier
40
Benth, Fred Espen
39
Bikker, Jacob A.
38
Clark, Gordon L.
38
Oosterlee, Cornelis W.
37
Belomestny, Denis
36
Lee, Cheng F.
36
Schlögl, Erik
36
Beetsma, Roel
35
Chen, An
34
Chesney, Marc
34
Ewald, Christian-Oliver
34
Fusai, Gianluca
34
more ...
less ...
Institution
All
National Bureau of Economic Research
181
International Monetary Fund (IMF)
152
International Monetary Fund
103
OECD
33
Pensions Institute
32
Directorate for Financial, Fiscal and Enterprises Affairs, Organisation de Coopération et de Développement Économiques (OCDE)
31
Centre for Analytical Finance <Århus>
25
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
20
World Bank
20
Institut für Schweizerisches Bankwesen <Zürich>
18
Svenska Handelshögskolan <Helsinki>
12
Ekonomiska forskningsinstitutet <Stockholm>
11
Center for Economic Research <Tilburg>
10
Chambre de commerce et d'industrie de Paris
10
Weltbank
10
Springer Fachmedien Wiesbaden
9
Organisation for Economic Co-operation and Development
8
World Bank / Financial Sector Development Dept
8
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
World Bank Group
7
International Center for Financial Asset Management and Engineering
6
Johannes Gutenberg-Universität Mainz
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Center for Urban & Real Estate Management <Zürich>
5
Centre for Economic Policy Research
5
Deutsche Forschungsgemeinschaft
5
Edward Elgar Publishing
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
USA / General Accounting Office
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Wharton School / Pension Research Council
5
William Davidson Institute <Ann Arbor, Mich.>
5
Australien / Parliament
4
Centre of Financial Studies
4
Europäische Kommission
4
Institut for Finansiering <Frederiksberg>
4
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
499
Mathematical finance : an international journal of mathematics, statistics and financial theory
281
The journal of futures markets
275
The journal of computational finance
263
Journal of banking & finance
262
Applied mathematical finance
258
Finance and stochastics
232
The journal of derivatives : the official publication of the International Association of Financial Engineers
224
Insurance / Mathematics & economics
211
Quantitative finance
204
Review of derivatives research
178
NBER working paper series
177
Working paper / National Bureau of Economic Research, Inc.
155
Finance research letters
148
European journal of operational research : EJOR
146
Journal of economic dynamics & control
145
Risks : open access journal
123
NBER Working Paper
120
International journal of financial engineering
118
Journal of financial economics
114
Journal of mathematical finance
113
Computational economics
108
Journal of pension economics and finance
107
Research paper series / Swiss Finance Institute
102
The European journal of finance
100
IMF Staff Country Reports
99
The North American journal of economics and finance : a journal of financial economics studies
92
Journal of financial and quantitative analysis : JFQA
89
Asia-Pacific financial markets
87
The review of financial studies
84
The journal of finance : the journal of the American Finance Association
82
Discussion paper / The Pensions Institute, Cass Business School, City University
77
Journal of econometrics
74
Applied economics
73
SpringerLink / Bücher
72
Review of quantitative finance and accounting
71
Pensions : an international journal
70
IMF working papers
66
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
66
International review of financial analysis
65
more ...
less ...
Source
All
ECONIS (ZBW)
22,893
RePEc
326
USB Cologne (EcoSocSci)
312
EconStor
255
USB Cologne (business full texts)
116
BASE
14
OLC EcoSci
9
Other ZBW resources
8
ArchiDok
1
more ...
less ...
Showing
1
-
10
of
23,934
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuation of contingent pension liabilities and guarantees under sponsor default risk
Broeders, Dirk
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
4
,
pp. 911-934
Persistent link: https://www.econbiz.de/10008798288
Saved in:
2
Valuation of convertible bonds when investors act strategically
Koziol, Christian
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002063123
Saved in:
3
Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Milanesi, Gastón
;
Pesce, Gabriela
;
El Alabi, Emilio
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 95-106
Persistent link: https://www.econbiz.de/10011392906
Saved in:
4
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
5
A linear regression approach for determining explicit expressions for option prices for equity option pricing models with dependent volatility and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 303-323
Persistent link: https://www.econbiz.de/10011544516
Saved in:
6
Too much of a good thing? : a review of volatility extensions in Black-Scholes
Kermiche, Lamya
- In:
The journal of applied business research
30
(
2014
)
4
,
pp. 1171-1182
Persistent link: https://www.econbiz.de/10010400603
Saved in:
7
The pricing models of covered warrants and empirical study in Thin markets and developed markets
Phan Thi Kieu Hoa
;
Dinh Thi Tham
;
Nguyen Quy Thai Duong
; …
- In:
Vietnam's socio-economic development : a social science …
23
(
2018
)
95
,
pp. 41-64
Persistent link: https://www.econbiz.de/10011963080
Saved in:
8
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
9
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul
;
Andallah, Laek Sazzad
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
Saved in:
10
Price jump diffusion in Iranian housing market (Merton model and NGARCH approach)
Dinarzehi, Khadijeh
;
Shahiki Tash, Mohammad Nabi
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
2
,
pp. 369-388
Persistent link: https://www.econbiz.de/10013365654
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->