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subject:"Stochastischer Prozess"
~isPartOf:"Finance and stochastics"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Arbitrage-free approximations"
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Search: subject_exact:"Arbitrage pricing"
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Stochastischer Prozess
Arbitrage-free approximations
Arbitrage Pricing
45
Arbitrage pricing
45
Theorie
32
Theory
32
Option pricing theory
12
Optionspreistheorie
12
Portfolio selection
12
Portfolio-Management
12
Martingal
10
Martingale
10
Transaction costs
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Transaktionskosten
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Arbitrage
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CAPM
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Hedging
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Yield curve
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Interest rate derivative
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3
Pensionskasse
3
Risikoprämie
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Risk premium
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Unvollkommener Markt
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Appleby, John A. D.
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Benth, Fred Espen
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Chege Maina, Samuel
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Choy, Bruce
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Finance and stochastics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
4
Mathematics and financial economics
4
The journal of computational finance
2
Advanced mathematical methods for finance
1
Applied mathematical finance
1
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ECONIS (ZBW)
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Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
2
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
3
Bubbles and crashes in a black-scholes model with delay
Appleby, John A. D.
;
Riedle, Markus
;
Swords, Catherine
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009682292
Saved in:
4
Correlating market models
Choy, Bruce
;
Dun, Tim
;
Schlogl, Erik
-
2003
Persistent link: https://www.econbiz.de/10002250905
Saved in:
5
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
6
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas
;
Hult, Henrik
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
Saved in:
7
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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