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subject:"Börsenkurs"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Black-Scholes model"
~subject:"Option pricing theory"
~type_genre:"Non-commercial literature"
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Börsenkurs
Black-Scholes model
Option pricing theory
Option trading
9
Optionsgeschäft
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Theorie
4
Theory
4
Optionspreistheorie
3
Lebensversicherung
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Life insurance
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Share price
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Ankündigungseffekt
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Announcement effect
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Asymmetric information
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Asymmetrische Information
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Convertible bond
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Bechmann, Ken L.
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Christensen, Bent Jesper
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Kiefer, Nicholas Maximilian
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Peskir, Goran
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Stentoft, Lars
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Research paper series / Swiss Finance Institute
23
Swiss Finance Institute Research Paper
15
Mathematical finance
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Working paper / National Bureau of Economic Research, Inc.
8
Discussion paper / Tinbergen Institute
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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CREATES research paper
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Discussion paper / Center for Economic Research, Tilburg University
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CFS working paper series
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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LawFin working paper
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NBER working paper series
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
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contributor
)
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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2
Pricing american options when the underlying stock price exhibits time-vaying volatility
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690047
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3
Estimation and inference in optimal stopping models of options and search
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607778
Saved in:
4
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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