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type_genre:"Dissertation"
type_genre:"Forschungsbericht"
~subject:"Optionspreistheorie"
~type_genre:"Multi-volume publication"
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Optionspreistheorie
Theorie
2,978
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293
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238
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188
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187
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3
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3
Szimayer, Alexander
3
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2
Ehrhardt, Matthias
2
Leisen, Dietmar
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Rosa-Clot, Marco
2
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2
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2
Taddei, Stefano
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1
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1
Alexander, Carol
1
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1
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1
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1
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1
Kock, Johan de
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Discussion paper / B
17
Options : classic approaches to pricing and modelling
9
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6
The international library of critical writings in financial economics
4
International journal of theoretical and applied finance
2
Lecture notes in economics and mathematical systems : LNEMS
2
An Elgar reference collection
1
Arbeitspapiere zur mathematischen Wirtschaftsforschung
1
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, Universität Saarbrücken
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Finance and stochastics
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Financial economists of the twentieth century
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ECONIS (ZBW)
57
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1
Special issue: Quantitative methods in financial and insurance mathematics
2011
Persistent link: https://www.econbiz.de/10009575512
Saved in:
2
Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009688311
Saved in:
3
Calibrating and completing the volatility cube in the SABR model
Dimitroff, Georgi
;
Kock, Johan de
-
2011
Persistent link: https://www.econbiz.de/10009688312
Saved in:
4
Representations for optimal stopping under dynamic monetary utility functionals
Krätschmer, Volker
;
Schoenmakers, John
-
2009
Persistent link: https://www.econbiz.de/10003924289
Saved in:
5
Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi
;
Szimayer, Alexander
;
Wagner, Andreas
-
2009
Persistent link: https://www.econbiz.de/10009688320
Saved in:
6
A guide on the implementation of the Heath-Jarrow-Morton two-factor Gaussian short rate model (HJM-G2++)
Acar, Sarp Kaya
;
Natcheva-Acar, Kalina
-
2009
Persistent link: https://www.econbiz.de/10009688321
Saved in:
7
A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander
;
Dimitroff, Geogri
;
Lorenz, Stefan
-
2009
Persistent link: https://www.econbiz.de/10009688323
Saved in:
8
Pricing American call options under the assumption of stochastic dividends : an application of the Korn-Rogers-Model
Kruse, Susanne
;
Müller, Marlene
-
2009
Persistent link: https://www.econbiz.de/10009723047
Saved in:
9
Pricing CMS spreads in the Libor market model
Belomestny, Denis
;
Kolodko, Anastasia
;
Schoenmakers, …
-
2008
Persistent link: https://www.econbiz.de/10003809706
Saved in:
10
Market risk analysis
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003659391
Saved in:
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