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~subject:"Option pricing theory"
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Option pricing theory
Theorie
69
Theory
68
Risiko
19
Risk
18
Risikomodell
17
Risk model
17
Messung
14
Measurement
13
Portfolio selection
13
Portfolio-Management
13
Risikomaß
12
Risk measure
12
Risikotheorie
10
Versicherungsmathematik
10
Actuarial mathematics
8
Cash Flow
8
Cash flow
8
Black-Scholes model
7
Black-Scholes-Modell
7
Versicherung
7
Versicherungstechnik
7
Optionspreistheorie
6
Stochastic process
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Stochastischer Prozess
6
Betriebliche Liquidität
5
Corporate liquidity
5
Insurance
5
Interest rate
5
Option trading
5
Optionsgeschäft
5
Risikomanagement
5
Risk management
5
Zins
5
Additivity
4
Comonotonicity
4
Discounting
4
Diskontierung
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Esscher transform
4
Estimation theory
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English
6
Author
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Goovaerts, Marc J.
6
Dhaene, Jan
5
Albrecher, Hansjörg
2
De Schepper, Ann
2
Schoutens, Wim
2
Vyncke, David
2
Decamps, Marc
1
Kaas, R.
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Shang, Zhaoning
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
Insurance / Mathematics & economics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Tijdschrift voor economie en management
1
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ECONIS (ZBW)
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An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
-
2003
Persistent link: https://www.econbiz.de/10001769796
Saved in:
2
On the distribution of cash flows using Esscher transforms
Vyncke, David
;
Goovaerts, Marc J.
;
De Schepper, Ann
; …
- In:
The journal of risk and insurance : the journal of the …
70
(
2003
)
3
,
pp. 563-575
Persistent link: https://www.econbiz.de/10001787185
Saved in:
3
Pricing exotic options under local volatility
Decamps, Marc
;
Goovaerts, Marc J.
;
De Schepper, Ann
- In:
Tijdschrift voor economie en management
50
(
2005
)
1
,
pp. 49-67
Persistent link: https://www.econbiz.de/10002749078
Saved in:
4
A recursive approach to mortality-linked derivative pricing
Shang, Zhaoning
;
Goovaerts, Marc J.
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 240-248
Persistent link: https://www.econbiz.de/10009242028
Saved in:
5
Static hedging of Asian options under Lévy models
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
3
,
pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
Saved in:
6
Static hedging of Asian options under Lévy models : the comonotonicity approach
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
-
2003
Persistent link: https://www.econbiz.de/10001938553
Saved in:
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