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:"Theory"
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 reduced lattice model for op...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Option pricing theory
27
Optionspreistheorie
27
Theorie
17
Risikomaß
12
Option trading
11
Optionsgeschäft
11
Risk measure
11
Stochastic process
11
Stochastischer Prozess
11
Volatility
10
Volatilität
10
Derivat
9
Derivative
9
Monte-Carlo-Simulation
9
Risiko
9
Risk
9
Risk management
9
Forecasting model
8
Monte Carlo simulation
8
Prognoseverfahren
8
Risikomanagement
8
Lebensversicherung
7
Portfolio selection
7
Portfolio-Management
7
Life insurance
6
Risikomodell
6
Risk model
6
Yield curve
6
Zinsstruktur
6
CAPM
5
Commodity market
5
Rohstoffmarkt
5
Statistical distribution
5
Statistische Verteilung
5
Welt
5
World
5
Algorithm
4
Algorithmus
4
Commodity derivative
4
more ...
less ...
Online availability
All
Undetermined
8
Free
4
CC license
2
Type of publication
All
Article
16
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
17
Author
All
Costabile, Massimo
7
Leccadito, Arturo
6
Massabo, Ivar
5
Russo, Emilio
4
Algieri, Bernardina
3
Staino, Alessandro
3
Ruiz-Torres, Alex J.
2
Urga, Giovanni
2
Viviano, Fabio
2
Beraldi, Patrizia
1
Boffelli, Simona
1
De Simone, Francesco
1
Giovanni, Domenico de
1
Ho, Johnny
1
Massabó, Ivar
1
Paletta, Giuseppe
1
Paletta, Guiseppe
1
Tunaru, Radu
1
Violi, Antonio
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
2
Risks : open access journal
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
4OR : a quarterly journal of operations research
1
Computational management science
1
Energy economics
1
European review of agricultural economics
1
IMA journal of management mathematics
1
International journal of forecasting
1
International journal of production economics
1
Journal of banking & finance
1
Journal of scheduling
1
Research paper series
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Minimum capital requirement and portfolio allocation for non-life insurance : a semiparametric model with Conditional Value-at-Risk (CVaR) constraint
Staino, Alessandro
;
Russo, Emilio
;
Costabile, Massimo
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014228472
Saved in:
3
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:
4
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:
5
Capacity investment under uncertainty : the effect of volume flexibility
Giovanni, Domenico de
;
Massabo, Ivar
- In:
International journal of production economics
198
(
2018
),
pp. 165-176
Persistent link: https://www.econbiz.de/10011821087
Saved in:
6
A note on longest processing time algorithms for the two uniform parallel machine makespan minimization problem
Massabo, Ivar
;
Paletta, Giuseppe
;
Ruiz-Torres, Alex J.
- In:
Journal of scheduling
19
(
2016
)
2
,
pp. 207-211
Persistent link: https://www.econbiz.de/10011458410
Saved in:
7
A note on posterior tight worst-case bounds for longest processing time schedules
Ho, Johnny
;
Massabo, Ivar
;
Paletta, Guiseppe
; …
- In:
4OR : a quarterly journal of operations research
17
(
2019
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10011991615
Saved in:
8
A moment-matching method to generate arbitrage-free scenarios
Staino, Alessandro
;
Russo, Emilio
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 619-630
Persistent link: https://www.econbiz.de/10011338769
Saved in:
9
Nested Conditional Value-at-Risk portfolio selection : a model with temporal dependence driven by market-index volatility
Staino, Alessandro
;
Russo, Emilio
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 741-753
Persistent link: https://www.econbiz.de/10012132469
Saved in:
10
A simplified approach to approximate diffusion processes widely used in finance
Costabile, Massimo
;
Massabó, Ivar
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 65-85
Persistent link: https://www.econbiz.de/10003961022
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
