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Optionsgeschäft
jump-diffusion
54
Jump-diffusion
52
Optionspreistheorie
52
Option pricing theory
50
Stochastic process
42
Stochastischer Prozess
42
Portfolio selection
31
Portfolio-Management
31
Hedging
28
Volatilität
27
Volatility
26
Theorie
24
Option trading
21
Theory
21
martingale measure
21
Derivat
18
Derivative
18
Quantile hedging
18
Martingale measure
17
Efficient hedging
16
quantile hedging
15
stochastic volatility
13
Markov chain
12
Markov-Kette
12
Lebensversicherung
11
Life insurance
11
CAPM
8
Stochastic volatility
8
option pricing
8
Martingale
7
Risiko
7
Risikomanagement
7
Risk
7
Risk management
7
American options
6
Incomplete market
6
Option pricing
6
Arbitrage
5
Incomplete markets
5
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Undetermined
9
Free
4
CC license
1
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Article
20
Book / Working Paper
1
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20
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20
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Language
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English
21
Author
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Melʹnikov, Aleksandr V.
5
Tong, Shuo
3
Glazyrina, Anna
2
Abbasi, Wajih
1
Amonov, Kholnazar
1
Aoudia, Djilali Ait
1
Benth, Fred Espen
1
Bhattacharya, Sujoy
1
Crosby, John
1
Di Nunno, Giulia
1
Dong, Linjia
1
Eraker, Bjørn
1
Frau, Carme
1
Hilliard, Jimmy E.
1
Hájek, Petr
1
Ismailova, Diana
1
Jing, Bo
1
Khedher, Asma
1
Khelifa, Zouhaier Ben
1
Koussis, Nicos
1
Li, Shenghong
1
Lux, Thomas
1
Ma, Yong
1
Mandal, Satrajit
1
Martzoukos, Spiros A.
1
Melnikov, Alexander
1
Nazarova, Varvara
1
Ngo, Julie T. D.
1
Nosrati, Amir
1
O'Sullivan, Conall
1
O'Sullivan, Stephen
1
Pacati, Claudio
1
Park, Yang-Ho
1
Pompa, Gabriele
1
Renaud, Jean-François
1
Renò, Roberto
1
Schmeck, Maren Diane
1
Sushko, Stepan S.
1
Trigeorgis, Lenos
1
Wu, Yue
1
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Christian-Albrechts-Universität zu Kiel
1
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Applied mathematical finance
2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Risk and decision analysis
2
Computational economics
1
Energy economics
1
International Journal of Financial Markets and Derivatives : IJFMD
1
International journal of economics and financial issues : IJEFI
1
International journal of theoretical and applied finance
1
Journal of derivatives & hedge funds
1
Journal of econometrics
1
Journal of financial economics
1
Quantitative finance
1
Scandinavian actuarial journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of computational finance
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ECONIS (ZBW)
21
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1
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21
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1
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
Saved in:
2
Valuation of finance/insurance contracts : efficient hedging and stochastic interest rates modeling
Melnikov, Alexander
;
Tong, Shuo
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10010492598
Saved in:
3
Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011404363
Saved in:
4
Evaluation of the effectiveness of methods of the imperfect hedging of financial options on the Russian forward market
Nazarova, Varvara
- In:
Journal of derivatives & hedge funds
20
(
2014
)
1
,
pp. 28-51
Persistent link: https://www.econbiz.de/10010463008
Saved in:
5
Quantile hedging on equity-linked life insurance contracts with transaction costs
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 77-88
Persistent link: https://www.econbiz.de/10010437626
Saved in:
6
Quantile hedging in a defaultable market with life insurance applications
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 248-265
Persistent link: https://www.econbiz.de/10012500262
Saved in:
7
Bachelier model with stopping time and its insurance application
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 156-167
Persistent link: https://www.econbiz.de/10012294092
Saved in:
8
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012940057
Saved in:
9
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
10
Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
Saved in:
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