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Risk Analysis in Finance and Insurance
16 references·0 citing·37 second hop
Risk Analysis in Finance and Insurance (2003)Risk Analysis in Finance and InsuranceIntroduction to Stochastic Calculus Applied to Finance (2011)Introduction to Stochastic Ca…Theory of rational option pricing (2005)Theory of rational option pri…In the insurance business risky investments are dangerous (2002)In the insurance business ris…Introduction to Mathematical Finance (2000)Introduction to Mathematical …Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Technical analysis of the fin…Stochastic Processes for Insurance and Finance (1999)Stochastic Processes for Insu…Mathematics of Financial Markets (1999)Mathematics of Financial Mark…Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts (1998)Risk-Minimizing Hedging Strat…Additional logarithmic utility of an insider (1998)Additional logarithmic utilit…Financial Calculus: An Introduction to Derivative Pricing. (1997)Financial Calculus: An Introd…The value of an Asian option (1995)The value of an Asian optionInvestment Under Uncertainty. (1994)Investment Under Uncertainty.Options, Futures, and Other Derivative Securities. (1990)Options, Futures, and Other D…The Probability of Eventual Ruin in the Compound Binomial Model (1989)The Probability of Eventual R…Option pricing: A simplified approach (1979)Option pricing: A simplified …The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Introduction to the Theory of Queues. (1963)An equilibrium characterization of the term structure (1977)Extreme Values, Regular Variation and Point Processes (1987)On minimizing the ruin probability by investment and reinsurance (2002)The application of continuous-time random walks in finance and economics (2005)On the optimal dividend problem for a spectrally negative Lévy process (2007)Theory of Financial Decision Making. (1988)A pricing method for options based on average asset values (1990)BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES (1993)A new PDE approach for pricing arithmetic average Asian options (2001)The concept of comonotonicity in actuarial science and finance: applications (2002)Pricing and Hedging Spread Options (2003)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of Rational Option Pricing (1973)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures (1999)Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (2004)Fluctuations of Lévy Processes with Applications (2014)Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches (2010)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Predicting Stock Market Trends Using Machine Learning and Deep Learning Algorithms Via Continuous and Binary Data; a Comparative Analysis (2020)Fully Nonparametric Estimation of Scalar Diffusion Models (2003)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Numerical Solution of Stochastic Differential Equations (2016)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)5 Stochastic volatility (1996)Statistical aspects of ARCH and stochastic volatility (1996)Monte Carlo methods for security pricing (1997)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1979Option pricing: A simplified approach6,103 cited
  • 1990Options, Futures, and Other Derivative Securities.1,227 cited
  • 1999Technical analysis of the financial markets: a comprehensive guide to trading methods and applications771 cited
  • 2011Introduction to Stochastic Calculus Applied to Finance639 cited
  • 1995The value of an Asian option532 cited
  • 1999Stochastic Processes for Insurance and Finance499 cited
  • 1997Financial Calculus: An Introduction to Derivative Pricing.361 cited
  • 2000Introduction to Mathematical Finance343 cited
  • 1999Mathematics of Financial Markets338 cited
  • 1998Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts196 cited
  • 1998Additional logarithmic utility of an insider171 cited
  • 1989The Probability of Eventual Ruin in the Compound Binomial Model122 cited
  • 2002In the insurance business risky investments are dangerous

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