//--> //--> //--> //-->
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
Counterparty credit risk in a...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Option pricing theory
46
Optionspreistheorie
46
Theorie
24
Theory
24
Stochastic process
22
Stochastischer Prozess
21
Option trading
18
Optionsgeschäft
18
Volatility
15
Volatilität
15
Derivat
12
Derivative
12
Portfolio selection
9
Portfolio-Management
9
Black-Scholes model
7
Black-Scholes-Modell
7
Credit risk
7
Kreditrisiko
7
CAPM
6
Finanzmathematik
6
Lévy processes
6
Finance
5
Lebensversicherung
5
Life insurance
5
Mathematical finance
5
Option pricing
5
Correlation
4
Forecasting model
4
Korrelation
4
Multivariate Analyse
4
Multivariate analysis
4
Prognoseverfahren
4
Risiko
4
Risikomanagement
4
Risk
4
Risk management
4
Characteristic function
3
Commodity derivative
3
Discrete monitoring
3
Fourier transform
3
more ...
less ...
Online availability
All
Free
47
Undetermined
40
Type of publication
All
Article
77
Book / Working Paper
54
Type of publication (narrower categories)
All
Article in journal
37
Aufsatz in Zeitschrift
37
Aufsatz im Buch
6
Book section
6
Mehrbändiges Werk
2
Multi-volume publication
2
Aufsatzsammlung
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
85
Undetermined
46
Author
All
Fusai, Gianluca
85
Ballotta, Laura
54
Kyriakou, Ioannis
19
Haberman, Steven
16
Roncoroni, Andrea
12
Marazzina, Daniele
11
Marena, Marina
10
Caldana, Ruggero
8
Germano, Guido
7
Gambaro, Anna Maria
5
Mignacca, Domenico
5
Rayée, Grégory
5
Recchioni, Maria Cristina
5
Brignone, Riccardo
4
Casalini, Riccardo
4
Esposito, Giorgia
4
Ghilarducci, Alessandro
4
May, Caterina
4
Meucci, Attilio
4
Wang, Nan
4
Deelstra, Griselda
3
Eberlein, Ernst
3
Gambaro, Anna
3
Goia, Aldo
3
Longo, Giovanni
3
Schmidt, Thorsten
3
Sgarra, Carlo
3
Zeineddine, Raghid
3
Abrahams, I. David
2
Al-Thani, Khalifa
2
Bonfiglioli, Efrem
2
Corvino, Raffaele
2
Cummins, Mark
2
Das, Milan Kumar
2
Green, Ross
2
Loregian, Angela
2
Luciano, Elisa
2
Phelan, Carolyn
2
Phelan, Carolyn E.
2
Potgieter, Louise
2
more ...
less ...
Institution
All
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto
1
Society for Computational Economics - SCE
1
Published in...
All
European journal of operational research : EJOR
9
Insurance / Mathematics & economics
7
Journal of banking & finance
7
Insurance: Mathematics and Economics
4
Journal of Banking & Finance
3
Quantitative Finance
3
The European journal of finance
3
European Journal of Operational Research
2
Finance and stochastics
2
International journal of forecasting
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations research
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Application of operations research to financial markets
1
Applied Mathematical Finance
1
Applied mathematical finance
1
CAREFIN Research Paper
1
Cass Business School Research Paper
1
CeRP Working Papers
1
Computing in Economics and Finance 2006
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Developing an annuity market in Europe
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Finance and Stochastics
1
Financial engineering, E-commerce and supply chain
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
International Journal of Forecasting
1
International journal of theoretical and applied finance
1
Journal of Economic Dynamics and Control
1
Journal of Financial Transformation
1
Journal of Futures Markets
1
Journal of Risk & Insurance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial stability
1
Mathematics of operations research
1
Production and operations management : the flagship research journal of the Production and Operations Management Society
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
94
RePEc
21
OLC EcoSci
15
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
131
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Integrated structural approach to Credit Value Adjustment
Ballotta, Laura
;
Fusai, Gianluca
;
Marazzina, Daniele
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1143-1157
Persistent link: https://www.econbiz.de/10011942867
Saved in:
2
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
3
Risk management of climate impact for tourism operators : an empirical analysis on ski resorts
Ballotta, Laura
;
Fusai, Gianluca
;
Kyriakou, Ioannis
; …
- In:
Tourism management : research, policies, practice
77
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012152024
Saved in:
4
Analytical pricing of discretely monitored Asian-style options : theory and application to commodity markets
Fusai, Gianluca
;
Marena, Marina
;
Roncoroni, Andrea
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2033-2045
Persistent link: https://www.econbiz.de/10003778579
Saved in:
5
Pricing discretely monitored Asian options under Lévy processes
Fusai, Gianluca
;
Meucci, Attilio
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2076-2088
Persistent link: https://www.econbiz.de/10003778620
Saved in:
6
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 31-57)
.
2009
Persistent link: https://www.econbiz.de/10003867857
Saved in:
7
The Wiener-Hopf technique and discretely monitored path-dependent option pricing
Green, Ross
;
Fusai, Gianluca
;
Abrahams, I. David
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 259-288
Persistent link: https://www.econbiz.de/10003955738
Saved in:
8
Functional clustering and linear regression for peak load forecasting
Goia, Aldo
;
May, Caterina
;
Fusai, Gianluca
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 700-711
Persistent link: https://www.econbiz.de/10008807771
Saved in:
9
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
-
2012
Persistent link: https://www.econbiz.de/10009579937
Saved in:
10
Pricing exotic derivatives exploiting structure
Sesana, Debora
;
Marazzina, Daniele
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 369-381
Persistent link: https://www.econbiz.de/10010361703
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...
//-->