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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Mathematical finance"
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Mathematical finance
Option pricing theory
139
Optionspreistheorie
139
Stochastic process
66
Stochastischer Prozess
66
Lebensversicherung
36
Life insurance
36
Portfolio selection
34
Portfolio-Management
34
Volatility
26
Volatilität
26
Hedging
21
Finanzmathematik
19
Mortality
15
Option trading
15
Optionsgeschäft
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Risk
15
Sterblichkeit
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Derivat
14
Derivative
14
Interest rate
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Risiko
14
Zins
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Private Altersvorsorge
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Private retirement provision
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Risikomanagement
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Risk management
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Dividend
11
Dividende
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Lévy process
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Risikomodell
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Risk model
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Variable annuities
10
Credit risk
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Kreditrisiko
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Markov chain
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19
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Delong, Łukasz
2
Ahmadi, Seyed Saeed
1
Barigou, Karim
1
Bayraktar, Erhan
1
Boyle, Phelim P.
1
Chan, Chun Man
1
Chi, Yichun
1
De Schepper, Ann
1
Deelstra, Griselda
1
Dhaene, Jan
1
Fan, Kun
1
Frostig, Esther
1
Fu, Ke-ang
1
Gaillardetz, Patrice
1
Goudenège, Ludovic
1
Kleinow, Torsten
1
Koch, Inge
1
Kyprianou, Andreas E.
1
Levikson, Benny
1
Lin, X. Sheldon
1
Loeffen, R.
1
Luo, Xiaolin
1
Molent, Andrea
1
Neuenschwander, Daniel
1
Ng, Cheuk Yin Andrew
1
Palmowski, Z.
1
Potapchik, Alexander
1
Rayée, Grégory
1
Shen, Yang
1
Shevchenko, Pavel V.
1
Siu, Tak Kuen
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Surya, B. A.
1
Tiong, Serena
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Wang, Rongming
1
Wang, Xiao
1
Willder, Mark
1
Wong, Hoi Ying
1
Wu, Panpan
1
Yamazaki, Kazutoshi
1
Zaks, Yaniv
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Insurance / Mathematics & economics
Universitext
12
The journal of computational finance
11
Springer finance
8
Wiley finance series
8
A Chapman & Hall book
7
Chapman & Hall/CRC financial mathematics series
7
Finance and stochastics
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
SpringerLink / Bücher
7
International journal of financial engineering
5
Lecture notes in mathematics : a collection of informal reports and seminars
5
Paris Princeton lectures on mathematical finance
5
The Wiley Finance Ser
5
SFB 649 discussion paper
4
Astin bulletin : the journal of the International Actuarial Association
3
Finance and capital markets series
3
Graduate studies in mathematics : GSM
3
International journal of theoretical and applied finance
3
Journal of mathematical finance
3
Mastering mathematical finance
3
Scandinavian actuarial journal
3
Springer Finance
3
Springer Texts in Business and Economics
3
Springer-Lehrbuch
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
ASTIN bulletin : the journal of the International Actuarial Association
2
Applied mathematical finance
2
Aspects of mathematical finance
2
CESifo working papers
2
Chapman & Hall / CRC financial mathematics series
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
Discussion paper / Centre for Economic Policy Research
2
European journal of operational research : EJOR
2
Financial Engineering Explained
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ECONIS (ZBW)
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1
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:
2
Discounted penalty function at Parisian ruin for Lévy insurance risk process
Loeffen, R.
;
Palmowski, Z.
;
Surya, B. A.
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 190-197
Persistent link: https://www.econbiz.de/10011944136
Saved in:
3
Valuation of variable annuities with Guaranteed Minimum Withdrawal Benefit under stochastic interest rate
Shevchenko, Pavel V.
;
Luo, Xiaolin
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 104-117
Persistent link: https://www.econbiz.de/10011774788
Saved in:
4
Move-based hedging of variable annuities : a semi-analytic approach
Lin, X. Sheldon
;
Wu, Panpan
;
Wang, Xiao
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 40-49
Persistent link: https://www.econbiz.de/10011630601
Saved in:
5
Pricing and hedging GLWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonio
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 38-57
Persistent link: https://www.econbiz.de/10011597137
Saved in:
6
Modeling mortality and pricing life annuities with Lévy processes
Ahmadi, Seyed Saeed
;
Gaillardetz, Patrice
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 337-350
Persistent link: https://www.econbiz.de/10011398092
Saved in:
7
Pricing annuity guarantees under a double regime-switching model
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011312087
Saved in:
8
Pricing and hedging of variable annuities with state-dependent fees
Delong, Łukasz
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 24-33
Persistent link: https://www.econbiz.de/10010437640
Saved in:
9
Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Fu, Ke-ang
;
Ng, Cheuk Yin Andrew
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 80-87
Persistent link: https://www.econbiz.de/10010385027
Saved in:
10
Optimal dividends in the dual model under transaction costs
Bayraktar, Erhan
;
Kyprianou, Andreas E.
;
Yamazaki, Kazutoshi
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 133-143
Persistent link: https://www.econbiz.de/10010259658
Saved in:
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