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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Annals of finance"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mathematical analysis"
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Search: subject_exact:"Stochastisches Modell"
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Mathematical analysis
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SFB 649 discussion paper
Annals of finance
Insurance / Mathematics & economics
Discussion papers of interdisciplinary research project 373
17
International journal of theoretical and applied finance
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
The journal of computational finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Finance and stochastics
9
Journal of mathematical finance
9
Mathematics of operations research
7
Quantitative finance
7
CoFE discussion papers
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Applied mathematical finance
5
CESifo working papers
5
Dynamic games and applications : DGA
5
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
International journal of financial engineering
5
Journal of economic dynamics & control
5
Probability theory and related fields
5
Risks : open access journal
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Advanced mathematical methods for finance
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CIRJE discussion papers / F series
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Economic modelling
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Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Mathematical methods of operations research
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Asia-Pacific financial markets
3
CARF working paper
3
CREATES research paper
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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
3
Journal of econometrics
3
Journal of mathematical economics
3
Scandinavian actuarial journal
3
The journal of computational finance : JFC
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Astin bulletin : the journal of the International Actuarial Association
2
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ECONIS (ZBW)
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1
Robust optimal asset-liability management with mispricing and stochastic factor market dynamics
Wang, Ning
;
Zhang, Yumo
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 251-273
Persistent link: https://www.econbiz.de/10014466215
Saved in:
2
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
Saved in:
3
Optimal fee structure of variable annuities
Wang, Gu
;
Zou, Bin
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 587-601
Persistent link: https://www.econbiz.de/10012793954
Saved in:
4
A stock market model based on CAPM and market size
Flores, Brandon
;
Ofori-Atta, Blessing
;
Sarantsev, Andrey
- In:
Annals of finance
17
(
2021
)
3
,
pp. 405-424
Persistent link: https://www.econbiz.de/10012622329
Saved in:
5
A BSDE-based approach for the optimal reinsurance problem under partial information
Brachetta, M.
;
Ceci, C.
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012419211
Saved in:
6
Stochastic utilities with subsistence and satiation : optimal life insurance purchase, consumption and investment
Ye, Jinchun
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 193-212
Persistent link: https://www.econbiz.de/10012133531
Saved in:
7
Dynamic risk measures for processes via backward stochastic differential equations
Ji, Ronglin
;
Shi, Xuejun
;
Wang, Shijie
;
Zhou, Jinming
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 43-50
Persistent link: https://www.econbiz.de/10012058682
Saved in:
8
Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
Saved in:
9
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
Saved in:
10
VIX-linked fees for GMWBs via explicit solution simulation methods
Kouritzin, Michael A.
;
MacKay, Anne
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011904577
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