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~subject:"Option pricing theory"
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Option pricing theory
Theorie
39
Theory
39
Optionspreistheorie
20
Risiko
18
Risk
18
Portfolio selection
17
Portfolio-Management
17
Versicherung
11
Insurance
10
Stochastic process
10
Stochastischer Prozess
10
Credit risk
9
Kreditrisiko
9
Lebensversicherung
9
Life insurance
9
Risikomanagement
9
Risk management
9
Insolvenz
7
Risikomodell
7
Risk model
7
Insolvency
6
EU-Versicherungsrecht
5
European insurance law
5
Option trading
5
Optionsgeschäft
5
Risikoaversion
5
Risk aversion
5
Deposit insurance
4
Diversification
4
Einlagensicherung
4
Hedging
4
Basel Accord
3
Basler Akkord
3
Betriebliche Liquidität
3
Corporate liquidity
3
Diversifikation
3
Interest rate risk
3
Jump-diffusion
3
Markov chain
3
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13
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Collection of articles of several authors
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English
17
French
3
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Quittard-Pinon, François
15
Le Courtois, Olivier
9
Bernard, Carole
4
Kélani, Abdou
4
Navatte, Patrick
2
Randrianarivony, Rivo
2
Su, Xiaoshan
2
Chesney, Marc
1
Hainaut, Donatien
1
Macovschi, Stefan
1
Menoncin, Francesco
1
Quittard-Pinon, Francois
1
Randrianarivony, Rivo A
1
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Finance : revue de l'Association Française de Finance
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Asia Pacific financial markets
1
Asia-Pacific journal of risk and insurance : APJRI
1
Decisions in economics and finance : a journal of applied mathematics
1
European financial management : the journal of the European Financial Management Association
1
International journal of business
1
Journal de la Société de Statistique de Paris
1
Journal of banking & finance
1
Journal of economic dynamics & control
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
20
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1
A new procedure for pricing Parisian options
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 45-53
Persistent link: https://www.econbiz.de/10003010772
Saved in:
2
Pricing derivatives with barriers in a stochastic interest rate environment
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Journal of economic dynamics & control
32
(
2008
)
9
,
pp. 2903-2938
Persistent link: https://www.econbiz.de/10003775152
Saved in:
3
Evaluation en fair value de contrats participatifs
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 73-107
Persistent link: https://www.econbiz.de/10003229686
Saved in:
4
Pricing and hedging defaultable participating contracts with regime switching and jump risk
Le Courtois, Olivier
;
Quittard-Pinon, François
;
Su, …
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 303-339
Persistent link: https://www.econbiz.de/10012285401
Saved in:
5
Portfolio optimisation with jumps : illustration with a pension accumulation scheme
Le Courtois, Olivier
;
Menoncin, Francesco
- In:
Journal of banking & finance
60
(
2015
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011544926
Saved in:
6
Structural pricing of CoCos and deposit insurance with regime switching and jumps
Le Courtois, Olivier
;
Su, Xiaoshan
- In:
Asia Pacific financial markets
27
(
2020
)
4
,
pp. 477-520
Persistent link: https://www.econbiz.de/10012390326
Saved in:
7
The valuation of interest rate digital options and range notes revisited
Navatte, Patrick
;
Quittard-Pinon, François
- In:
European financial management : the journal of the …
5
(
1999
)
3
,
pp. 425-440
Persistent link: https://www.econbiz.de/10001446911
Saved in:
8
Options digitales et titres couloirs sur taux d'intérêt
Navatte, Patrick
- In:
Journal de la Société de Statistique de Paris
138
(
1997
)
2
,
pp. 41-62
Persistent link: https://www.econbiz.de/10001247014
Saved in:
9
Options exotiques et options réelles
Chesney, Marc
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001544306
Saved in:
10
Exchange options when one underlying price can jump
Quittard-Pinon, François
;
Randrianarivony, Rivo
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
1
,
pp. 33-53
Persistent link: https://www.econbiz.de/10008660587
Saved in:
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