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isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
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Search: subject_exact:"Black-Scholes option pricing model"
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Black-Scholes model
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Vanduffel, Steven
2
Bernard, Carole
1
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Gaillardetz, Patrice
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Godin, Frédéric
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
International journal of theoretical and applied finance
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Applied mathematical finance
37
The journal of futures markets
33
The journal of computational finance
31
Computational economics
29
Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Review of derivatives research
25
International journal of financial engineering
22
Journal of mathematical finance
22
Quantitative finance
22
Journal of banking & finance
19
Asia-Pacific financial markets
18
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
13
Finance research letters
12
Journal of econometrics
12
Options : classic approaches to pricing and modelling
11
The European journal of finance
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
CoFE discussion papers
9
Review of quantitative finance and accounting
9
Risks : open access journal
9
The review of financial studies
9
European journal of operational research : EJOR
8
International review of financial analysis
8
Research paper series / Swiss Finance Institute
8
Advances in futures and options research : a research annual
7
Journal of derivatives & hedge funds
7
Journal of risk and financial management : JRFM
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The journal of finance : the journal of the American Finance Association
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Annals of financial economics
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Applied economics
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Applied financial economics
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Discussion paper / B
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Finanzmarkt und Portfolio-Management
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International journal of financial markets and derivatives
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Financial bounds for insurance claims
Bernard, Carole
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
1
,
pp. 27-56
Persistent link: https://www.econbiz.de/10010340238
Saved in:
2
Valuation and hedging of the ruin-contingent life annuity (RCLA)
Huang, H.
;
Milevsky, Moshe Arye
;
Salisbury, T. S.
- In:
The journal of risk and insurance : the journal of the …
81
(
2014
)
2
,
pp. 367-395
Persistent link: https://www.econbiz.de/10010373207
Saved in:
3
Contingent claim pricing using a normal inverse gaussian probability distortion operator
Godin, Frédéric
;
Mayoral, Silvia
;
Morales, Manuel
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
3
,
pp. 841-866
Persistent link: https://www.econbiz.de/10009616210
Saved in:
4
A new premium principle for equity-indexed annuities
Gaillardetz, Patrice
;
Lakhmiri, Joe Youssef
- In:
The journal of risk and insurance : the journal of the …
78
(
2011
)
1
,
pp. 245-265
Persistent link: https://www.econbiz.de/10009130074
Saved in:
5
Valuation of contingent pension liabilities and guarantees under sponsor default risk
Broeders, Dirk
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
4
,
pp. 911-934
Persistent link: https://www.econbiz.de/10008798288
Saved in:
6
Robustly hedging variable annuities with guarantees under jump and volatility risks
Coleman, T. F.
;
Kim, Y.
;
Li, Yuying
;
Patron, M.
- In:
The journal of risk and insurance : the journal of the …
74
(
2007
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10003483852
Saved in:
7
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
- In:
The journal of risk and insurance : the journal of the …
72
(
2005
)
2
,
pp. 253-300
Persistent link: https://www.econbiz.de/10002968418
Saved in:
8
A class of distortion operations for pricing financial and insurance risks
Wang, Shaun S.
- In:
The journal of risk and insurance : the journal of the …
67
(
2000
)
1
,
pp. 15-36
Persistent link: https://www.econbiz.de/10001534102
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