//--> //--> //--> //-->
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
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"SpringerLink / Bücher"
~subject:"Lebensversicherung"
~subject:"Mathematical finance"
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:"Option"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Lebensversicherung
Mathematical finance
Optionspreistheorie
185
Option pricing theory
184
Stochastic process
79
Stochastischer Prozess
79
Portfolio selection
48
Portfolio-Management
48
Theorie
40
Theory
40
Life insurance
36
Derivat
33
Derivative
33
Volatility
33
Volatilität
33
Finanzmathematik
28
Hedging
26
Option trading
24
Optionsgeschäft
24
Kreditderivat
19
Risikomanagement
19
Risk management
18
Credit derivative
17
Risk
17
Kreditrisiko
16
Risiko
16
Zins
16
Credit risk
15
Interest rate
15
Mortality
15
Sterblichkeit
15
Yield curve
15
Zinsstruktur
15
Derivat <Wertpapier>
13
Financial analysis
13
Finanzanalyse
13
Private Altersvorsorge
13
Private retirement provision
13
Aktienoption
11
Dividend
11
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
47
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
47
Aufsatz in Zeitschrift
47
Aufsatzsammlung
1
Language
All
English
54
German
1
Author
All
Feng, Runhuan
3
Ziveyi, Jonathan
3
Deelstra, Griselda
2
Delong, Łukasz
2
Melʹnikov, Aleksandr V.
2
Schmeiser, Hato
2
Shen, Yang
2
Sherris, Michael
2
Ahmadi, Seyed Saeed
1
Ballotta, Laura
1
Barigou, Karim
1
Bayraktar, Erhan
1
Ben-Ameur, Hatem
1
Blackburn, Craig
1
Bosserhoff, Frank
1
Boyle, Phelim P.
1
Breton, Michèle
1
Chan, Chun Man
1
Chi, Yichun
1
Chong, Wing Fung
1
Christiansen, Marcus C.
1
Cui, Zhenyu
1
Dai, Tian-Shyr
1
De Schepper, Ann
1
Dhaene, Jan
1
Djehiche, Boualem
1
Eberlein, Ernst
1
Elouerkhaoui, Youssef
1
Fabozzi, Frank J.
1
Fan, Kun
1
Frostig, Esther
1
Fu, Ke-ang
1
Gaillardetz, Patrice
1
Gerber, Hans U.
1
Giacometti, Rosella
1
Glazyrina, Anna
1
Goudenège, Ludovic
1
Grasselli, Martino
1
Heidorn, Thomas
1
Hieber, Peter
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
SpringerLink / Bücher
Universitext
12
The journal of computational finance
11
Scandinavian actuarial journal
9
Finance and stochastics
8
Springer finance
8
Wiley finance series
8
A Chapman & Hall book
7
Chapman & Hall/CRC financial mathematics series
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
Astin bulletin : the journal of the International Actuarial Association
5
International journal of financial engineering
5
International journal of theoretical and applied finance
5
Lecture notes in mathematics : a collection of informal reports and seminars
5
Paris Princeton lectures on mathematical finance
5
Risks : open access journal
5
The Wiley Finance Ser
5
Journal of mathematical finance
4
Mathematics and financial economics
4
SFB 649 discussion paper
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Decisions in economics and finance : a journal of applied mathematics
3
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Finance and capital markets series
3
Graduate studies in mathematics : GSM
3
Mastering mathematical finance
3
Quantitative finance
3
Risk and decision analysis
3
Springer Finance
3
Springer Texts in Business and Economics
3
Springer-Lehrbuch
3
The European journal of finance
3
The Geneva papers on risk and insurance theory
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Wiley finance
3
Wiley series in probability and statistics
3
Working paper
3
more ...
less ...
Source
All
ECONIS (ZBW)
55
Showing
1
-
10
of
55
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
2
Valuing equity-linked death benefits in jump diffusion models
Gerber, Hans U.
;
Shiu, Elias S. W.
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 615-623
Persistent link: https://www.econbiz.de/10010227922
Saved in:
3
Fourier based methods for the management of complex life insurance products
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 320-341
Persistent link: https://www.econbiz.de/10012793930
Saved in:
4
Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting
Bosserhoff, Frank
;
Stadje, Mitja
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 130-146
Persistent link: https://www.econbiz.de/10012622385
Saved in:
5
Nonlinear reserving and multiple contract modifications in life insurance
Christiansen, Marcus C.
;
Djehiche, Boualem
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 187-195
Persistent link: https://www.econbiz.de/10012294123
Saved in:
6
Intensity-based framework for surrender modeling in life insurance
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 189-196
Persistent link: https://www.econbiz.de/10011694432
Saved in:
7
Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm : the principle of equivalent forward preferences
Chong, Wing Fung
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 93-107
Persistent link: https://www.econbiz.de/10012105518
Saved in:
8
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:
9
Quantitative modeling of risk management strategies : stochastic reserving and hedging of variable annuity guaranteed benefits
Feng, Runhuan
;
Yi, Bingji
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Saved in:
10
Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options
Shen, Yang
;
Sherris, Michael
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011530941
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->