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optimal stopping
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ECONIS (ZBW)
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31
Climate impact investing
De Angelis, Tiziano
;
Tankov, Peter
;
Zerbib, Olivier David
- In:
Management science : journal of the Institute for …
69
(
2023
)
12
,
pp. 7669-7692
Persistent link: https://www.econbiz.de/10014444157
Saved in:
32
An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.
;
De Angelis, Tiziano
;
Stabile, Gabriele
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 173-216
Persistent link: https://www.econbiz.de/10013197521
Saved in:
33
Optimal dividend payout under stochastic discounting
Bandini, Elena
;
De Angelis, Tiziano
;
Ferrari, Giorgio
; …
- In:
Mathematical finance : an international journal of …
32
(
2022
)
2
,
pp. 627-677
Persistent link: https://www.econbiz.de/10013164565
Saved in:
34
The American put with finite-time maturity and stochastic interest rate
Cai, Cheng
;
De Angelis, Tiziano
;
Palczewski, Jan
- In:
Mathematical finance : an international journal of …
32
(
2022
)
4
,
pp. 1170-1213
Persistent link: https://www.econbiz.de/10013463400
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35
The concept of risk in the theory of option pricing
Peskir, Goran
-
1997
Persistent link: https://www.econbiz.de/10000979856
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36
The Russian option : finite horizon
Peskir, Goran
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 251-267
Persistent link: https://www.econbiz.de/10002747193
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37
On the American option problem
Peskir, Goran
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 169-181
Persistent link: https://www.econbiz.de/10002583064
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38
Market forces and dynamic asset pricing
Peskir, Goran
;
Shorish, Jamsheed
-
1999
Persistent link: https://www.econbiz.de/10001404816
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39
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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40
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
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