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subject:"Deutschland"
~accessRights:"restricted"
~subject:"Risk"
~type_genre:"Aufsatz im Buch"
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Deutschland
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Option pricing theory
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Avellaneda, Marco
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Chen, Xu
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Dobi, Doris
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Jajuga, Krzysztof
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Mercuri, Lorenzo
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Advances of OR in commodities and financial modeling
1
Annals of operations research ; volume 302, number 1 (July 2021)
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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ECONIS (ZBW)
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Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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2
Model risk in option pricing : estimation risk of volatility parameter
Jajuga, Krzysztof
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 269-287)
.
2022
Persistent link: https://www.econbiz.de/10013336242
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3
Bidirectional options in random yield supply chains with demand and spot price uncertainty
Luo, Jiarong
;
Chen, Xu
;
Wang, Chong
;
Zhang, Gaoxun
-
2021
Persistent link: https://www.econbiz.de/10012605929
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4
Risk parity for mixed tempered stable distributed sources of risk
Mercuri, Lorenzo
;
Roji, Edit
- In:
Advances of OR in commodities and financial modeling
,
(pp. 375-393)
.
2018
Persistent link: https://www.econbiz.de/10011871411
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