//--> //--> //-->
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:"Stochastic process"
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
A simplified approach to appro...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Option pricing theory
13
Optionspreistheorie
13
Lebensversicherung
6
Theorie
6
Theory
6
Life insurance
5
Option trading
5
Optionsgeschäft
5
Risikomaß
5
Discrete-time models
4
Portfolio selection
4
Portfolio-Management
4
Risikomodell
4
Risk measure
4
Risk model
4
Volatility
4
Volatilität
4
Binomial algorithms
3
Derivat
3
Derivative
3
GB2
3
LSMC
3
Markov chain
3
Markov-Kette
3
Option pricing
3
Risiko
3
Risk
3
Solvency II
3
Stochastischer Prozess
3
Binomial lattice
2
CAPM
2
COVID-19
2
Contingent claims
2
Discrete time models
2
Interest rate derivative
2
Interest rate options
2
Kapitalbedarf
2
Kleinste-Quadrate-Methode
2
Measurement
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Conference paper
1
Konferenzbeitrag
1
Language
All
English
3
Author
All
Costabile, Massimo
3
Massabo, Ivar
3
Russo, Emilio
2
Beraldi, Patrizia
1
De Simone, Francesco
1
Violi, Antonio
1
Published in...
All
IMA journal of management mathematics
1
The European journal of finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
A forward shooting grid method for option pricing with stochastic volatility
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
Saved in:
3
Evaluating variable annuities with GMWB when exogenous factors influence the policy-holder's withdrawals
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 238-257
Persistent link: https://www.econbiz.de/10012207205
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->