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~isPartOf:"International journal of theoretical and applied finance"
~person:"Biagini, Francesca"
~subject:"Stochastic process"
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Stochastic process
Stochastischer Prozess
3
Option pricing theory
2
Optionspreistheorie
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Yield curve
2
Zinsstruktur
2
Actuarial mathematics
1
Arbeitslosenversicherung
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Derivat
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Fourier transform techniques
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actuarial martingale pricing
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doubly stochastic Markov chain
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electricity swing options
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Biagini, Francesca
Gapeev, Pavel V.
7
Jeanblanc, Monique
7
Levendorskij, Sergej Z.
7
Fabozzi, Frank J.
5
Liu, Rui Hua
5
Macrina, Andrea
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Takahashi, Akihiko
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Benth, Fred Espen
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Hess, Markus
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Oosterlee, Cornelis W.
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Antonelli, Fabio
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Bojarčenko, Svetlana I.
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Capriotti, Luca
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Cartea, Álvaro
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Forde, Martin
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Grorud, Axel
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Hughston, Lane P.
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Jaimungal, Sebastian
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Leung, Tim
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Mijatovi´c, Aleksandar
3
Račev, Svetlozar T.
3
Schmidt, Thorsten
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Semeraro, Patrizia
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Stoyanov, Stoyan V.
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Vives, Josep
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Abergel, Frédéric
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Ahlip, Rehez
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Albanese, Claudio
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Aly, Sidi Mohamed Ould
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Bianchi, Michele Leonardo
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Blanchet-Scalliet, Christophette
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Boyarchenko, Mitya
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advanced mathematical methods for finance
1
Finance and stochastics
1
Insurance / Mathematics & economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Risks : open access journal
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Electricity futures price modeling with Lévy term structure models
Biagini, Francesca
;
Bregman, Julia
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403170
Saved in:
2
Behavior of long-term yields in a Lévy term structure
Biagini, Francesca
;
Härtel, Maximilian
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010364765
Saved in:
3
Pricing of unemployment insurance products with doubly stochastic Markov chains
Biagini, Francesca
;
Widenmann, Jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624472
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