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~subject:"Option pricing theory"
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Option pricing theory
Theorie
94
Theory
94
Optionspreistheorie
39
Life insurance
22
Lebensversicherung
21
Option trading
21
Optionsgeschäft
21
Yield curve
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Volatilität
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Kapitaleinkommen
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Kointegration
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Maximum likelihood estimation
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English
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Løchte Jørgensen, Peter
11
Jørgensen, Peter Løchte
6
Grosen, Anders
5
Stentoft, Lars
3
Christensen, Bent Jesper
2
Peskir, Goran
2
Strunk Hansen, Charlotte
2
Barndorff-Nielsen, Ole E.
1
Bojarčenko, Svetlana I.
1
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Busch, Thomas
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1
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1
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1
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1
Jakubenas, Paulius
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1
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Uys, N.
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Venardos, Emmanouil
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
25
European finance review : the official journal of the European Finance Association
1
Journal of banking & finance
1
Journal of sustainable finance & investment
1
Review of derivatives research
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
39
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1
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607793
Saved in:
2
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
Saved in:
3
American-style indexed executive stock options
Løchte Jørgensen, Peter
- In:
European finance review : the official journal of the …
6
(
2002
)
3
,
pp. 321-358
Persistent link: https://www.econbiz.de/10001741683
Saved in:
4
Traffic light options
Løchte Jørgensen, Peter
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3698-3719
Persistent link: https://www.econbiz.de/10003604646
Saved in:
5
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1999
Persistent link: https://www.econbiz.de/10001455773
Saved in:
6
Valuation of early exercisable interest rate guarantees
Grosen, Anders
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
3
,
pp. 481-503
Persistent link: https://www.econbiz.de/10001229768
Saved in:
7
American bond option pricing in one-factor dynamic term structure models
Løchte Jørgensen, Peter
- In:
Review of derivatives research
1
(
1996
)
3
,
pp. 245-267
Persistent link: https://www.econbiz.de/10001238753
Saved in:
8
Fair valuation of life insurance liabilities : the impact of interest rate guarantees, surrender options, and bonus policies
Grosen, Anders
;
Løchte Jørgensen, Peter
-
1999
Persistent link: https://www.econbiz.de/10001375327
Saved in:
9
Fair Valuation of Life Insurance Liabilities : The Impact of Interest Rate Guarantees, Surrender Options, and Bonus Policies
Grosen, Anders
-
2013
The paper analyzes one of the most common life insurance products — the so-called participating (or with profits) policy. This type of contract stands in contrast to unit-linked (UL) products in that interest is credited to the policy periodically according to some mechanism which smoothes...
Persistent link: https://www.econbiz.de/10013089171
Saved in:
10
The cost of insuring against underperformance of ESG screened index funds
Løchte Jørgensen, Peter
;
Plovst, Mathias Danielsen
- In:
Journal of sustainable finance & investment
13
(
2023
)
4
,
pp. 1534-1553
Persistent link: https://www.econbiz.de/10014373733
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