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type_genre:"Bibliography included"
type_genre:"Kongress"
~institution:"International Centre for Trade and Sustainable Development"
~institution:"Svenska Handelshögskolan <Helsinki>"
~institution:"Verlag Franz Vahlen"
~subject:"Option pricing theory"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz im Buch"
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Option pricing theory
Theorie
40
Theory
40
Optionspreistheorie
9
Volatility
5
Volatilität
5
Asymmetric information
3
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3
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3
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3
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Sundkvist, Kim
3
Söderman, Ronnie
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2
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1
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1
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International Centre for Trade and Sustainable Development
Svenska Handelshögskolan <Helsinki>
Verlag Franz Vahlen
Centre for Analytical Finance <Århus>
13
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
4
Center for Economic Research <Tilburg>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
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3
Chambre de commerce et d'industrie de Paris
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3
Banque de France / Direction des Etudes Economiques et de la Recherche
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Australian National University / Faculty of Economics and Commerce
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Meddelanden från Svenska Handelshögskolan
8
The E15 Initiative : Strengthening the Global Trade and Investment System in the 21st Century
1
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ECONIS (ZBW)
9
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Options for trade, finance and development : getting the institutions right : policy options paper
Arcand, Jean-Louis L.
-
Weltwirtschaftsforum
;
International Centre for Trade …
- In:
The E15 Initiative : Strengthening the Global Trade and …
.
2016
Persistent link: https://www.econbiz.de/10011724467
Saved in:
2
Modeling the implied volatility smile : the sticky-delta smile approximation
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563887
Saved in:
3
Evaluating option pricing models : different ways of modeling time
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563892
Saved in:
4
Causes of observed feedback patterns between stocks and options
Jern, Benny
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541152
Saved in:
5
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
6
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
Saved in:
7
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
8
The pricing of american put options on stock with dividends
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
Saved in:
9
Hedging options with different time units in the pricing models
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557350
Saved in:
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