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subject:"Zinsstruktur"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Optionspreistheorie"
~subject:"Theorie"
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Zinsstruktur
Optionspreistheorie
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Analysis
15
Mathematical analysis
15
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15
Stochastischer Prozess
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9
Backward stochastic differential equation
7
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Insurance / Mathematics & economics
International journal of theoretical and applied finance
17
The journal of computational finance
17
Discussion papers of interdisciplinary research project 373
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Finance and stochastics
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Journal of mathematical finance
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Mathematics Preprint Archive
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SFB 649 discussion paper
9
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
International journal of financial engineering
7
Risks : open access journal
7
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Annals of finance
5
Journal of economic dynamics & control
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Macroeconomic dynamics
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
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Lecture notes in economics and mathematical systems : LNEMS
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Mathematical control theory and finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Springer eBook Collection
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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
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Nonlinear reserving in life insurance : aggregation and mean-field approximation
Djehiche, Boualem
;
Löfdahl, Björn
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011530874
Saved in:
8
A self-exciting threshold jump-diffusion model for option valuation
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 168-193
Persistent link: https://www.econbiz.de/10011530946
Saved in:
9
A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers
Alia, Ishak
;
Chighoub, Farid
;
Sohail, Ayesha
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 212-223
Persistent link: https://www.econbiz.de/10011493837
Saved in:
10
Time-consistent actuarial valuations
Pelsser, Antoon André Jean
;
Salahnejhad Ghalehjooghi, Ahmad
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 97-112
Persistent link: https://www.econbiz.de/10011442716
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