//--> //--> //-->
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
Retain my current filters
subject:"Option pricing theory"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Scandinavian actuarial journal"
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
Search: subject_exact:"Mathematical finance"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Finanzmathematik
16
Mathematical finance
16
Optionspreistheorie
8
Theorie
8
Theory
8
Stochastic process
7
Stochastischer Prozess
7
Portfolio selection
6
Portfolio-Management
6
Lebensversicherung
4
Life insurance
4
Private Altersvorsorge
3
Private retirement provision
3
Actuarial mathematics
2
Analysis
2
Interest rate
2
Interest rate derivative
2
Mathematical analysis
2
Mathematical programming
2
Mathematische Optimierung
2
Numerical analysis
2
Numerisches Verfahren
2
Risikomanagement
2
Risikomodell
2
Risk management
2
Risk model
2
Variable annuities
2
Versicherungsmathematik
2
Yield curve
2
Zins
2
Zinsderivat
2
Zinsstruktur
2
option pricing
2
Agent-based computational finance
1
Agent-based modeling
1
Agentenbasierte Modellierung
1
Altersvorsorge
1
Applied mathematical finance
1
Bermudan swaptions
1
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Ai, Meiqiao
1
Barigou, Karim
1
Ceci, Claudia
1
Chakkour, Tarik
1
Colaneri, Katia
1
Cretarola, Alessandra
1
Dhaene, Jan
1
Duran, Ahmet
1
Frénod, Emmanuel
1
Jain, Shashi
1
Karlsson, Patrik
1
Luo, Xiaolin
1
Oosterlee, Cornelis Willebrordus
1
Pan, Jian
1
Shevchenko, Pavel V.
1
Zhang, Zhimin
1
Zhou, Xiangying
1
Zhu, Dan
1
Özer, H. Ünsal
1
more ...
less ...
Published in...
All
International journal of financial engineering
Scandinavian actuarial journal
Insurance / Mathematics & economics
17
Universitext
13
The journal of computational finance
11
Wiley finance series
11
Springer finance
10
Chapman & Hall/CRC financial mathematics series
9
Lecture notes in economics and mathematical systems : LNEMS
8
SpringerLink / Bücher
8
A Chapman & Hall book
6
Finance and stochastics
6
Lecture notes in mathematics : a collection of informal reports and seminars
5
Paris Princeton lectures on mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
SFB 649 discussion paper
4
The Wiley Finance Ser
4
Astin bulletin : the journal of the International Actuarial Association
3
Chapman & Hall / CRC financial mathematics series
3
Finance and capital markets series
3
International journal of theoretical and applied finance
3
Journal of mathematical finance
3
Mastering mathematical finance
3
Springer Finance
3
Springer Texts in Business and Economics
3
Springer-Lehrbuch
3
Wiley series in financial engineering
3
Wiley series in probability and statistics
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Advanced series on statistical science & applied probability
2
Applied mathematical finance
2
Aspects of mathematical finance
2
CESifo working papers
2
Chapman and Hall / CRC Financial Mathematics Series
2
Chapman and Hall/CRC Financial Mathematics Ser
2
Competence Center Finanz- und Bankmanagement : ccfb
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
European journal of operational research : EJOR
2
Financial Engineering Explained
2
Graduate studies in mathematics : GSM
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
Ai, Meiqiao
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2023
(
2023
)
4
,
pp. 330-358
Persistent link: https://www.econbiz.de/10014336388
Saved in:
2
Indifference pricing of pure endowments via BSDEs under partial information
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Scandinavian actuarial journal
2020
(
2020
)
10
,
pp. 904-933
Persistent link: https://www.econbiz.de/10012313747
Saved in:
3
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
Saved in:
4
The source of error behavior for the solution of Black-Scholes PDE by finite difference and finite element methods
Özer, H. Ünsal
;
Duran, Ahmet
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011923061
Saved in:
5
Pricing for options in a mixed fractional Hull-White interest rate model
Pan, Jian
;
Zhou, Xiangying
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673121
Saved in:
6
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
Saved in:
7
Inverse problem and concentration method of a continuous-in-time financial model
Chakkour, Tarik
;
Frénod, Emmanuel
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011577116
Saved in:
8
Fast numerical method for pricing of variable annuities with Guaranteed minimum withdrawal benefit under optimal withdrawal strategy
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403137
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->