//--> //--> //--> //-->
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
~source:"econis"
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
40
Theory
40
Option pricing theory
24
Optionspreistheorie
24
Yield curve
23
Zinsstruktur
23
CAPM
17
Interest rate derivative
15
Zinsderivat
15
Stochastic process
10
Stochastischer Prozess
10
Derivat
9
Derivative
9
Lebensversicherung
7
Life insurance
7
Portfolio selection
7
Portfolio-Management
7
Interest rate
6
Zins
6
Arbitrage Pricing
5
Arbitrage pricing
5
Financial economics
5
Interest rate risk
5
Kapitalmarkttheorie
5
Zinsrisiko
5
Actuarial mathematics
4
Black-Scholes model
4
Black-Scholes-Modell
4
Probability theory
4
Versicherungsmathematik
4
Wahrscheinlichkeitsrechnung
4
Anleihe
3
Bond
3
Garantie
3
Hedging
3
Option trading
3
Optionsgeschäft
3
Rendite
3
Stochastik
3
Volatility
3
more ...
less ...
Online availability
All
Free
12
Undetermined
5
Type of publication
All
Book / Working Paper
58
Article
24
Type of publication (narrower categories)
All
Arbeitspapier
18
Article in journal
18
Aufsatz in Zeitschrift
18
Working Paper
18
Graue Literatur
17
Non-commercial literature
17
Forschungsbericht
9
Aufsatz im Buch
4
Book section
4
Lehrbuch
3
Textbook
3
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Festschrift
1
Hochschulschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Rezension
1
more ...
less ...
Language
All
English
46
Undetermined
17
German
14
Danish
5
Author
All
Sandmann, Klaus
68
Aase Nielsen, Jørgen
25
Sondermann, Dieter
16
Jensen, Bjarne Astrup
9
Nielsen, J. Aase
8
Miltersen, Kristian R.
7
Schlögl, Erik
5
Chen, An
4
Christensen, Peter Ove
4
Rady, Sven
3
Reimer, Matthias
3
Nielsen, Jørgen Aase
2
Pelger, Markus
2
Schönbucher, Philipp J.
2
Wittke, Manuel
2
Borries, Daniel von
1
Graabech Sørensen, Bjarne
1
Köndgen, Johannes
1
Mahayni, Antje B.
1
Mahayni, Antje Brigitte
1
Shiller, R. J.
1
Sørensen, Bjarne G.
1
more ...
less ...
Institution
All
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
2
Published in...
All
Discussion paper / B
19
Working paper
4
Springer eBook Collection / Business and Economics
3
Annals of finance
2
International journal of theoretical and applied finance
2
Journal of business economics : JBE
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Nationaløkonomisk tidsskrift
2
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
2
Working paper / Institut for Finansiering, Handelshøjskolen i København
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
Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
1
Oberwolfach
1
Optioner p°a obligationer
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
Wirtschaftswissenschaftliche Beiträge
1
Zeitschrift für Bankrecht und Bankwirtschaft : ZBB
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
34
OLC EcoSci
12
USB Cologne (business full texts)
9
USB Cologne (EcoSocSci)
8
Other ZBW resources
1
Showing
1
-
10
of
82
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
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->