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Option pricing theory
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21
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Zagst, Rudi
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Applied mathematical finance
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ECONIS (ZBW)
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Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios
Hieber, Peter
;
Natolski, Jan
;
Werner, Ralf
- In:
Scandinavian actuarial journal
2019
(
2019
)
6
,
pp. 478-507
Persistent link: https://www.econbiz.de/10012194965
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2
Selected topics in credit risk: Realistic modeling of correlations and new pricing approaches for credit products
Hüttner, Amelie Angelika
-
2019
Persistent link: https://www.econbiz.de/10012108528
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3
Interest-rate management
Zagst, Rudi
-
2002
Persistent link: https://www.econbiz.de/10001532032
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4
A Three-factor defaultable term structure model
Schmid, Bernd
;
Zagst, Rudi
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 63-79
Persistent link: https://www.econbiz.de/10001530347
Saved in:
5
Pricing certificates under issuer risk
Götz, Barbara
;
Zagst, Rudi
;
Escobar, Marcos
- In:
Alternative investments and strategies : credit, …
,
(pp. 123-146)
.
2010
Persistent link: https://www.econbiz.de/10008655205
Saved in:
6
Pricing of derivatives on commodity indices
Rauch, Johannes
;
Krayzler, Mikhail
;
Brunner, Bernhard
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
Saved in:
7
Valuation of mortgage-backed securities and mortgage dervatives : a closed-form approximation
Kolbe, Andreas
;
Zagst, Rudi
- In:
Applied mathematical finance
16
(
2009
)
5/6
,
pp. 401-427
Persistent link: https://www.econbiz.de/10003916625
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8
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
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9
Stochastic correlation and volatility mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
Saved in:
10
Empirical evaluation of hybrid defaultable bond pricing models
Antes, S.
;
Ilg, M.
;
Schmid, Beat
;
Zagst, Rudi
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 219-249
Persistent link: https://www.econbiz.de/10003751234
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