Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Evaluating fair premiums of eq...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk
Option pricing theory
32
Optionspreistheorie
32
Option trading
19
Optionsgeschäft
19
Theorie
15
Theory
15
Stochastic process
11
Stochastischer Prozess
11
Volatility
10
Volatilität
10
Black-Scholes model
9
Black-Scholes-Modell
9
Derivat
7
Derivative
7
Hedging
7
Lebensversicherung
7
Monte-Carlo-Simulation
7
Life insurance
6
Monte Carlo simulation
6
American options
5
Option pricing
5
Risikomaß
5
Yield curve
5
Zinsstruktur
5
Discrete-time models
4
Markov chain
4
Markov-Kette
4
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Risikomodell
4
Risk measure
4
Risk model
4
Algorithm
3
Algorithmus
3
Artificial intelligence
3
Binomial algorithms
3
GB2
3
Interest rate
3
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Costabile, Massimo
3
Beraldi, Patrizia
1
De Simone, Francesco
1
Gaudenzi, Marcellino
1
Massabo, Ivar
1
Violi, Antonio
1
Xiao, Wei
1
Zanette, Antonino
1
more ...
less ...
Published in...
All
IMA journal of management mathematics
1
North American actuarial journal
1
The journal of derivatives : JOD
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing ratchet equity-indexed annuities with early surrender risk in a CIR++ model
Xiao, Wei
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
North American actuarial journal
17
(
2013
)
3
,
pp. 229-252
Persistent link: https://www.econbiz.de/10011338513
Saved in:
2
A mulistage stochastic programming approach for capital budgeting problems under uncertainty
Beraldi, Patrizia
;
Violi, Antonio
;
De Simone, Francesco
; …
- In:
IMA journal of management mathematics
24
(
2013
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10009716279
Saved in:
3
Computing risk measures of life insurance policies through the Cox-Ross-Rubinstein model
Costabile, Massimo
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 86-94
Persistent link: https://www.econbiz.de/10011968701
Saved in:
4
A bivariate lattice model to compute risk measures in life insurance policies
Costabile, Massimo
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 123-139
Persistent link: https://www.econbiz.de/10012486033
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
