Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
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
The pricing of Asian options u...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
29
Theory
29
Optionspreistheorie
22
Option pricing theory
21
Yield curve
17
Zinsstruktur
17
CAPM
15
Interest rate derivative
12
Zinsderivat
12
Lebensversicherung
7
Stochastic process
7
Stochastischer Prozess
7
Economic statistics
6
Life insurance
6
Wirtschaftsstatistik
6
Arbitrage Pricing
5
Arbitrage pricing
5
Interest rate
5
Interest rate risk
5
Portfolio selection
5
Portfolio-Management
5
Statistik
5
Zins
5
Zinsrisiko
5
Actuarial mathematics
4
Derivat
4
Derivative
4
Probability theory
4
Stochastik
4
Versicherungsmathematik
4
Wahrscheinlichkeitsrechnung
4
Anleihe
3
Finanzmathematik
3
Garantie
3
Hedging
3
Log-lineares Modell
3
Option trading
3
Optionsgeschäft
3
Volatility
3
Volatilität
3
more ...
less ...
Online availability
All
Free
10
Undetermined
3
Type of publication
All
Book / Working Paper
45
Article
19
Type of publication (narrower categories)
All
Arbeitspapier
14
Article in journal
14
Aufsatz in Zeitschrift
14
Working Paper
14
Graue Literatur
13
Non-commercial literature
13
Forschungsbericht
7
Aufsatz im Buch
3
Book section
3
Festschrift
2
Aufsatzsammlung
1
Rezension
1
research-article
1
more ...
less ...
Language
All
English
Undetermined
57
German
19
Danish
6
Author
All
Sandmann, Klaus
52
Aase Nielsen, Jørgen
22
Sondermann, Dieter
14
Jensen, Bjarne Astrup
7
Miltersen, Kristian R.
5
Chen, An
4
Rady, Sven
4
Sandmann, K.
4
Nielsen, J. Aase
3
Schlögl, Erik
3
Pelger, Markus
2
Reimer, Matthias
2
Schönbucher, Philipp J.
2
Sondermann, D.
2
Wittke, Manuel
2
Christensen, Peter Ove
1
Köndgen, Johannes
1
Mahayni, Antje B.
1
Miltersen, K.
1
Miltersen, Kristian
1
Nielsen, J. A.
1
Nielsen, J.A.
1
Shiller, R. J.
1
more ...
less ...
Institution
All
University of Bonn, Germany
7
Deutsche Forschungsgemeinschaft
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Published in...
All
Discussion paper / B
16
Discussion Paper Serie B
7
Universität Bonn - Sonderforschungsbereich 303 - Discussion Papers
4
Working paper
4
Discussion Papers
3
Universität Bonn - Sonderforschungsbereich 303 - Publikationen
3
Annals of finance
2
Discussion Paper
2
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied financial economics
1
Finance and stochastics
1
German economic review
1
Insurance / Mathematics & economics
1
Journal of economics
1
Journal of financial and quantitative analysis : JFQA
1
Oberwolfach
1
Publications from Department of Management
1
Recent research in financial modelling
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Special issue on insurance and financial risk management
1
Springer eBook Collection / Mathematics and Statistics
1
SpringerLink / Bücher
1
The Geneva papers on risk and insurance theory
1
The Scandinavian journal of economics
1
The journal of finance : the journal of the American Finance Association
1
Time series models : in econometrics, finance and other fields
1
Universität Bonn - Sonderforschungsbereich 303
1
Universität Bonn - Sonderforschungsbereich 303 - Puiblikationen
1
Zeitschrift für Bankrecht und Bankwirtschaft
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
USB Cologne (business full texts)
9
RePEc
7
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen
-
1995
Persistent link: https://www.econbiz.de/10000922816
Saved in:
2
Security linked life policies under stochastic interest rates
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1995
Persistent link: https://www.econbiz.de/10000926601
Saved in:
3
Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen
-
1994
Persistent link: https://www.econbiz.de/10000897651
Saved in:
4
Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1998
Persistent link: https://www.econbiz.de/10001387512
Saved in:
5
Uniqueness of the fair premium for equity-linked life insurance contracts
Aase Nielsen, Jørgen
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 65-102
Persistent link: https://www.econbiz.de/10001334891
Saved in:
6
Pricing bounds on Asian options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 449-473
Persistent link: https://www.econbiz.de/10001766894
Saved in:
7
The fair premium of an equity-linked life and pension insurance
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 219-255)
.
2002
Persistent link: https://www.econbiz.de/10001672238
Saved in:
8
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 355-370
Persistent link: https://www.econbiz.de/10001680678
Saved in:
9
Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen
;
Sandmann, Klaus
;
Schlögl, Erik
-
2010
Persistent link: https://www.econbiz.de/10008662192
Saved in:
10
Equity-linked pension schemes with guarantees
Aase Nielsen, Jørgen
;
Sandmann, Klaus
;
Schlögl, Erik
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 547-564
Persistent link: https://www.econbiz.de/10009404671
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
