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~subject:"Option pricing theory"
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Option pricing theory
USA
71
United States
70
Theorie
69
Theory
69
Insurance
50
Versicherung
45
Haftpflichtversicherung
26
Liability insurance
25
Property-casualty insurance
21
Schadenversicherung
21
Lebensversicherung
20
Efficiency
18
Reinsurance
18
Rückversicherung
18
CAPM
17
Effizienz
17
Optionspreistheorie
17
Life insurance
16
Risk management
16
Insolvency
15
Insolvenz
15
Risikomanagement
15
Credit risk
14
Disaster
14
Katastrophe
14
Elementarschadenversicherung
13
Kreditrisiko
13
Natural disaster insurance
13
Risikomodell
13
Risk model
13
Insurance market
12
Versicherungsmarkt
12
Yield curve
12
Zinsstruktur
12
Risk
11
Vereinigte Staaten
11
Risiko
10
Automobile insurance
9
Kfz-Versicherung
9
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2
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Article
9
Book / Working Paper
8
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Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
6
Working Paper
6
Graue Literatur
3
Non-commercial literature
3
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1
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1
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Language
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English
17
Author
All
Miltersen, Kristian R.
8
Persson, Svein-Arne
7
Mjøs, Aksel
3
Cummins, John David
2
Lindset, Snorre
2
Schwartz, Eduardo S.
2
Allen, Franklin
1
Christensen, Peter Ove
1
Ekern, Steinar
1
Lando, David
1
Lindeset, Snorre
1
Nielsen, Lars
1
Phillips, Richard D.
1
Sandmann, Klaus
1
Sondermann, Dieter
1
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Publications from Department of Management
3
Discussion paper / Department of Business and Management Science
2
Contributions to insurance economics
1
European journal of operational research : EJOR
1
Finance research letters
1
Journal of financial and quantitative analysis : JFQA
1
NHH Dept. of Finance & Management Science Discussion Paper
1
Project flexibility, agency, and competition : new developments in the theory and application of real options
1
Publications from Department of Management, Odense University
1
Review of derivatives research
1
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
1
Special issue on insurance and financial risk management
1
The Geneva papers on risk and insurance theory
1
The journal of computational finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
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ECONIS (ZBW)
17
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1
Valuation of natural resource investments with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
-
1997
Persistent link: https://www.econbiz.de/10000973571
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2
Pricing of interest rate contingent claims : implementing a simulation approach
Miltersen, Kristian R.
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 7-62
Persistent link: https://www.econbiz.de/10001632703
Saved in:
3
Valuation of natural resource investments with stochastic convenience yields and interest rates
Miltersen, Kristian R.
- In:
Project flexibility, agency, and competition : new …
,
(pp. 183-204)
.
2000
Persistent link: https://www.econbiz.de/10001680723
Saved in:
4
The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
5
Closed form solutions for term structure derivatives with log-normal interest rates
Miltersen, Kristian R.
;
Sandmann, Klaus
;
Sondermann, Dieter
-
1995
Persistent link: https://www.econbiz.de/10000908299
Saved in:
6
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
1997
Persistent link: https://www.econbiz.de/10000972817
Saved in:
7
State-dependent realignments in target zone currency regimes
Christensen, Peter Ove
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 295-323
Persistent link: https://www.econbiz.de/10001238757
Saved in:
8
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
Saved in:
9
Exotic unit-linked life insurance contracts
Ekern, Steinar
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 35-63
Persistent link: https://www.econbiz.de/10001334892
Saved in:
10
A note on a barrier exchange option : the world's simplest option formula?
Lindset, Snorre
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003087823
Saved in:
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