//--> //--> //-->
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
~subject:"Option pricing theory"
~isPartOf:"Insurance / Mathematics & economics"
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:"stochastic differential equation"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Analysis
9
Mathematical analysis
9
Stochastic process
9
Stochastischer Prozess
9
Backward stochastic differential equation
7
Theorie
7
Theory
7
Portfolio selection
4
Portfolio-Management
4
Mean-variance criterion
3
Asset-liability management
2
Equilibrium strategy
2
Optionspreistheorie
2
Time consistency
2
Zeitkonsistenz
2
Consumption
1
Consumption-investment-reinsurance strategy
1
Derivat
1
Derivative
1
Derivative investment
1
Dynamic coherent risk measure
1
Dynamic convex risk measure
1
Dynamic risk measure for processes
1
Efficient frontier
1
Efficient strategy
1
Experiment
1
Explicit solution
1
Finanzmathematik
1
Forward-backward stochastic differential equation
1
Heston model
1
Insurer
1
Integral equation
1
Intertemporal choice
1
Intertemporale Entscheidung
1
Investition
1
Investment
1
Investment-reinsurance
1
Investment-reinsurance strategy
1
Lebensversicherung
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Hu, Yijun
1
Li, Danping
1
Peng, Xingchun
1
Shen, Yang
1
Wei, Linxiao
1
Zeng, Yan
1
Published in...
All
Insurance / Mathematics & economics
International journal of theoretical and applied finance
5
The journal of computational finance
4
Decisions in economics and finance : a journal of applied mathematics
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Journal of mathematical finance
3
Risk management magazine
3
Algorithmic finance
1
Annals of financial economics
1
Applied mathematical finance
1
Asia Pacific financial markets
1
Bonn Econ Discussion Papers / BGSE
1
CESifo working papers
1
Computational economics
1
Economic modelling
1
Energy economics
1
European journal of operational research : EJOR
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Quantitative finance
1
Risks : open access journal
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff
Peng, Xingchun
;
Wei, Linxiao
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 78-86
Persistent link: https://www.econbiz.de/10010469175
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->