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subject:"Option pricing theory"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Financial economics"
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Option pricing theory
Financial economics
Finanzmathematik
124
Mathematical finance
124
Risikomodell
29
Risk model
29
Theorie
28
Theory
28
Stochastic process
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Stochastischer Prozess
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Lebensversicherung
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Delong, Łukasz
2
Ahmadi, Seyed Saeed
1
Barigou, Karim
1
Bayraktar, Erhan
1
Boyle, Phelim P.
1
Chan, Chun Man
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Chi, Yichun
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Deelstra, Griselda
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Lin, X. Sheldon
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Willder, Mark
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Insurance / Mathematics & economics
SpringerLink / Bücher
15
Universitext
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Wiley finance series
13
Springer finance
11
The journal of computational finance
11
Chapman & Hall/CRC financial mathematics series
10
Lecture notes in economics and mathematical systems : LNEMS
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A Chapman & Hall book
6
Finance and stochastics
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International journal of financial engineering
5
Lecture notes in mathematics : a collection of informal reports and seminars
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Paris Princeton lectures on mathematical finance
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Springer Texts in Business and Economics
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International journal of theoretical and applied finance
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SFB 649 discussion paper
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Springer Finance
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Springer eBook Collection / Economics and Finance
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The Wiley Finance Ser
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Asia-Pacific financial markets
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Astin bulletin : the journal of the International Actuarial Association
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International review of financial analysis
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Journal of mathematical finance
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Mastering mathematical finance
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Scandinavian actuarial journal
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ASTIN bulletin : the journal of the International Actuarial Association
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Advanced series on statistical science & applied probability
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Applied mathematical finance
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Applied optimization
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Aspects of mathematical finance
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ECONIS (ZBW)
17
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1
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
2
Discounted penalty function at Parisian ruin for Lévy insurance risk process
Loeffen, R.
;
Palmowski, Z.
;
Surya, B. A.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 190-197
Persistent link: https://www.econbiz.de/10011944136
Saved in:
3
Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate
Shevchenko, Pavel V.
;
Luo, Xiaolin
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 104-117
Persistent link: https://www.econbiz.de/10011774788
Saved in:
4
Move-based hedging of variable annuities : a semi-analytic approach
Lin, X. Sheldon
;
Wu, Panpan
;
Wang, Xiao
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 40-49
Persistent link: https://www.econbiz.de/10011630601
Saved in:
5
Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonio
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 38-57
Persistent link: https://www.econbiz.de/10011597137
Saved in:
6
Modeling mortality and pricing life annuities with Lévy processes
Ahmadi, Seyed Saeed
;
Gaillardetz, Patrice
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 337-350
Persistent link: https://www.econbiz.de/10011398092
Saved in:
7
Pricing annuity guarantees under a double regime-switching model
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011312087
Saved in:
8
Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Fu, Ke-ang
;
Ng, Cheuk Yin Andrew
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 80-87
Persistent link: https://www.econbiz.de/10010385027
Saved in:
9
Optimal dividends in the dual model under transaction costs
Bayraktar, Erhan
;
Kyprianou, Andreas E.
;
Yamazaki, Kazutoshi
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 133-143
Persistent link: https://www.econbiz.de/10010259658
Saved in:
10
Pricing and hedging of variable annuities with state-dependent fees
Delong, Łukasz
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 24-33
Persistent link: https://www.econbiz.de/10010437640
Saved in:
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