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~subject:"Risiko"
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Risiko
Theorie
308
Theory
306
Optionspreistheorie
175
Option pricing theory
172
Stochastic process
124
Stochastischer Prozess
124
Markov chain
90
Markov-Kette
87
Portfolio-Management
87
Portfolio selection
86
Risk
70
CAPM
64
Volatilität
61
Volatility
60
Option trading
57
Optionsgeschäft
57
Hedging
49
Derivat
46
Derivative
46
Capital income
43
Kapitaleinkommen
43
Großbritannien
41
Estimation
40
Schätzung
40
United Kingdom
39
Börsenkurs
38
Share price
38
Risk management
36
Finanzmarkt
32
Pollution
32
Risikomanagement
32
Financial market
31
USA
31
Umweltbelastung
31
United States
31
Black-Scholes-Modell
30
Credit risk
30
Black-Scholes model
29
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29
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Undetermined
30
Free
15
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Article
50
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Article in journal
46
Aufsatz in Zeitschrift
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4
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3
Graue Literatur
3
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3
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2
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English
68
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Madan, Dilip B.
32
Siu, Tak Kuen
17
Yang, Hailiang
13
Elliott, Robert J.
9
Schoutens, Wim
8
Wang, King
5
Milne, Frank
4
Zhang, Zhimin
4
Zhu, Jinxia
4
Cheung, Eric C. K.
2
Cohen, Samuel N.
2
Eberlein, Ernst
2
Elliott, Robert Frank
2
Elliott, Robert J. R.
2
Feng, Yang
2
Jin, Zhuo
2
Pistorius, Martijn
2
Wang, Ning
2
Yam, Sheung Chi Phillip
2
Beltrán, Allan
1
Callen, Jeffrey L.
1
Carr, Peter
1
Chan, Leunglung
1
Chesney, Marc
1
Chung, Wanyu
1
Dai, Duiyi
1
Elliott, Robert
1
Geman, Hélyette
1
Gerber, Hans U.
1
Goswami, Anindya
1
Gueyie, Jean-Pierre
1
Lau, John W.
1
Lin, Xiang
1
Liu, Guo
1
Liu, Jingzhen
1
Lyle, Matthew R.
1
Madan, Dilip
1
Maddison, David
1
Melamed, Michael
1
Meng, Hui
1
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Chambre de commerce et d'industrie de Paris
1
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Insurance / Mathematics & economics
8
Annals of finance
6
Scandinavian actuarial journal
5
European journal of operational research : EJOR
4
Robert H. Smith School Research Paper
4
Applied mathematical finance
2
International journal of theoretical and applied finance
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of operations research
1
Applied economics
1
Asia Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
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1
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1
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1
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1
Economic statistics papers
1
Economica
1
Economics letters
1
Energy economics
1
Finance and stochastics
1
Insurance : mathematics and economics
1
International journal of financial engineering and risk management
1
Journal of economic theory
1
Journal of mathematical economics
1
Les cahiers de recherche / HEC Paris
1
Mathematical methods of operations research
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative finance
1
Queen's Economics Department Working Paper
1
Queen's Economics Department working paper
1
Review of accounting studies
1
Risk and decision analysis
1
Risk measures for the 21st century
1
Risks : open access journal
1
The journal of computational finance
1
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ECONIS (ZBW)
68
EconStor
1
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1
Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.
;
Madan, Dilip B.
;
Siu, Tak Kuen
- In:
Annals of finance
17
(
2021
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
Saved in:
2
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
Elliott, Robert J.
;
Siu, Tak Kuen
-
2010
Persistent link: https://www.econbiz.de/10003964890
Saved in:
3
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
4
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000135929
Saved in:
5
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 101-124)
.
2002
Persistent link: https://www.econbiz.de/10001672227
Saved in:
6
Optimal dividends with debts and nonlinear insurance risk processes
Meng, Hui
;
Siu, Tak Kuen
;
Yang, Hailiang
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 110-121
Persistent link: https://www.econbiz.de/10009785414
Saved in:
7
Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
Zhu, Jinxia
;
Siu, Tak Kuen
;
Yang, Hailiang
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 66-80
Persistent link: https://www.econbiz.de/10012239478
Saved in:
8
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
9
Optimal payout strategies when Bruno de Finetti meets model uncertainty
Feng, Yang
;
Siu, Tak Kuen
;
Zhu, Jinxia
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 148-164
Persistent link: https://www.econbiz.de/10015066799
Saved in:
10
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang
;
Zhang, Chunhong
;
Siu, Tak Kuen
- In:
Mathematical methods of operations research
75
(
2012
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10009490707
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