//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Dividend"
~subject:"Markov-Kette"
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
Dividend
Markov-Kette
Option pricing theory
222
Optionspreistheorie
222
Stochastic process
99
Stochastischer Prozess
99
Volatility
70
Volatilität
70
Option trading
56
Optionsgeschäft
56
Portfolio selection
43
Portfolio-Management
43
Derivat
38
Derivative
38
Lebensversicherung
37
Life insurance
37
Credit risk
34
Kreditrisiko
34
Credit derivative
31
Kreditderivat
31
Hedging
29
Risk
23
Risiko
21
Finanzmathematik
20
Interest rate
20
Mathematical finance
20
Zins
20
Risk management
19
Risikomanagement
18
Theorie
18
Theory
18
Stochastic volatility
17
Black-Scholes model
16
Black-Scholes-Modell
16
Option pricing
16
Swap
16
Yield curve
16
Zinsstruktur
16
Financial crisis
15
Finanzkrise
15
Mortality
15
Sterblichkeit
15
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Shen, Yang
3
Siu, Tak Kuen
3
Godin, Frédéric
2
Trottier, Denis-Alexandre
2
Yamazaki, Kazutoshi
2
Bayraktar, Erhan
1
Bian, Zhicun
1
Bo, Lijun
1
Chen, Naiwei
1
Chen, Ping
1
Chuang, Wen-i
1
Cui, Zhenyu
1
Dassios, Angelos
1
Elliott, Robert J.
1
Fan, Jiacheng
1
Fan, Kun
1
Gajek, Lewław
1
Göncü, Ahmet
1
Hernández, Camilo
1
Hieber, Peter
1
Hong, Hui
1
Huang, Teng-ching
1
Jiang, Zhengjun
1
Junca, Mauricio
1
Kang, Boda
1
Karahan, Mehmet Oğuz
1
Kirkby, J. Lars
1
Koch Medina, Pablo
1
Kuciński, Łukasz
1
Kuzubaş, Tolga Umut
1
Kyprianou, Andreas E.
1
Lai, Van Son
1
Li, Zhong
1
Liew, Chuin Ching
1
Lin, Bing-huei
1
Ma, Jingtang
1
Moreno-Bromberg, Santiago
1
Moreno-Franco, Harold
1
Nguyen, Duy
1
Noba, Kei
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
35
Quantitative finance
14
European journal of operational research : EJOR
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Computational economics
10
Finance research letters
10
Annals of finance
9
Applied mathematical finance
9
Finance and stochastics
9
Review of derivatives research
9
Journal of economic dynamics & control
8
Asia-Pacific financial markets
7
International journal of financial engineering
7
Journal of banking & finance
7
The journal of futures markets
7
Energy economics
6
International review of economics & finance : IREF
6
Journal of econometrics
6
Review of quantitative finance and accounting
6
The European journal of finance
6
The journal of computational finance
6
Risks : open access journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Economic modelling
4
IMA journal of management mathematics
4
International journal of theoretical and applied finance : IJTAF
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of mathematical finance
4
Stevens Institute of Technology School of Business Research Paper
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Cogent economics & finance
3
International review of financial analysis
3
Journal of financial markets
3
Mathematics and financial economics
3
Operations research
3
Research paper series / Swiss Finance Institute
3
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option
pricing in regime-switching frameworks with the Extended Girsanov Principle
Godin, Frédéric
;
Trottier, Denis-Alexandre
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 116-129
Persistent link: https://www.econbiz.de/10012649213
Saved in:
2
Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method
Kang, Boda
;
Shen, Yang
;
Zhu, Dan
;
Ziveyi, Jonathan
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 96-127
Persistent link: https://www.econbiz.de/10013348971
Saved in:
3
Leverage effect on stochastic volatility for
option
pricing in Hong Kong : a simulation and empirical study
Hong, Hui
;
Bian, Zhicun
;
Chen, Naiwei
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012666125
Saved in:
4
Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun
;
Song, Renming
;
Tang, DanLing
;
Wang, Yongjin
; …
- In:
Insurance / Mathematics & economics
50
(
2012
)
2
,
pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
Saved in:
5
Option
pricing under regime-switching models : novel approaches removing path-dependence
Godin, Frédéric
;
Lai, Van Son
;
Trottier, Denis-Alexandre
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 130-142
Persistent link: https://www.econbiz.de/10012058933
Saved in:
6
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
Yang, Chen
;
Sendova, Kristina P.
;
Li, Zhong
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 135-150
Persistent link: https://www.econbiz.de/10012169515
Saved in:
7
Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching
Jiang, Zhengjun
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012058679
Saved in:
8
Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends
Ma, Jingtang
;
Fan, Jiacheng
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 128-147
Persistent link: https://www.econbiz.de/10011672905
Saved in:
9
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Hernández, Camilo
;
Junca, Mauricio
;
Moreno-Franco, Harold
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 57-68
Persistent link: https://www.econbiz.de/10011825364
Saved in:
10
On optimal periodic dividend strategies for Lévy risk processes
Noba, Kei
;
Pérez, José-Luis
;
Yamazaki, Kazutoshi
; …
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 29-44
Persistent link: https://www.econbiz.de/10011872906
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->