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~isPartOf:"DNB working paper"
~subject:"Black-Scholes model"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
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Black-Scholes model
Theorie
Option pricing theory
7
Optionspreistheorie
7
Pension fund
6
Pensionskasse
6
Option trading
3
Optionsgeschäft
3
Betriebliche Liquidität
2
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Portfolio selection
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Portfolio-Management
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Black-Scholes-Modell
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Least Squares Monte Carlo simulations
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Life insurance
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Broeders, Dirk
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Chen, An
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DNB working paper
SFB 649 discussion paper
29
Working paper / National Bureau of Economic Research, Inc.
24
Discussion paper / B
20
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Research paper series / Swiss Finance Institute
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Working paper series / Centre for Practical Quantitative Finance
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
13
Discussion paper / Centre for Economic Policy Research
12
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
12
Tübinger Diskussionsbeitrag
11
Bonn Econ Discussion Papers / BGSE
9
CoFE discussion papers
9
Discussion paper
9
Meddelanden från Svenska Handelshögskolan
9
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
Discussion paper series / LSE Financial Markets Group
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
8
Tübinger Diskussionsbeiträge
8
Discussion paper / Center for Economic Research, Tilburg University
7
Les cahiers de recherche / HEC Paris
7
Report / Erasmus Center for Financial Research, Erasmus University
7
Swiss Finance Institute Research Paper
7
CREATES research paper
6
Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
6
Discussion paper / Tinbergen Institute
6
Finance and economics discussion series
6
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Research notes in economics & statistics
6
Working paper
6
Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
6
Working paper series / Federal Reserve Bank of Atlanta
6
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
6
Discussion papers of interdisciplinary research project 373
5
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
5
Publications from Department of Management
5
Research paper / International Center for Financial Asset Management and Engineering
5
Research report / Graduate School Research Institute Systems, Organisations and Management
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Pension benefit security : a comparison of solvency requirements, a pension guarantee fund and sponsor support
Broeders, Dirk
;
Chen, An
-
2010
Persistent link: https://www.econbiz.de/10008758062
Saved in:
2
Pension regulation and the market value of pension liabilities : a contigent claims analysis using Parisian options
Broeders, Dirk
;
Chen, An
-
2008
Persistent link: https://www.econbiz.de/10003762542
Saved in:
3
Valuation of conditional pension liabilities and guarantees under sponsor vulnerability
Broeders, Dirk
-
2006
Persistent link: https://www.econbiz.de/10003322308
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