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type_genre:"Kongress"
type_genre:"No longer published / No longer aquired"
~isPartOf:"Discussion paper / B"
~subject:"Black-Scholes-Modell"
~subject:"Optionspreistheorie"
~subject:"Zeitreihenanalyse"
~type_genre:"Forschungsbericht"
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Black-Scholes-Modell
Optionspreistheorie
Zeitreihenanalyse
Theorie
108
Theory
108
Game theory
29
Spieltheorie
29
CAPM
17
Option pricing theory
17
Estimation theory
13
Schätztheorie
13
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11
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11
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11
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11
Learning process
9
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Forschungsbericht
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Frey, Rüdiger
6
Sommer, Daniel
3
Leisen, Dietmar
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2
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1
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1
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1
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1
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1
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1
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Discussion paper / B
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
10
Berichte des Fraunhofer ITWM
6
Lecture notes in economics and mathematical systems : LNEMS
5
Working paper / Department of Econometrics and Business Statistics, Monash University
3
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2
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2
Arbeitspapiere zur mathematischen Wirtschaftsforschung
1
Cowles Foundation discussion paper
1
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, Universität Saarbrücken
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Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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ECONIS (ZBW)
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1
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
Saved in:
2
The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian
-
1999
Persistent link: https://www.econbiz.de/10001367775
Saved in:
3
Modeling market risk in a jump-diffusion setting : a generalized Hofmann-Platen-Schweizer-Model
Wiesenberg, Holger
-
1998
Persistent link: https://www.econbiz.de/10000986536
Saved in:
4
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
5
The stochastic finite element method and application in option pricing
Look, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000993239
Saved in:
6
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
7
Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1998
Persistent link: https://www.econbiz.de/10001387512
Saved in:
8
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
-
1997
Persistent link: https://www.econbiz.de/10000954639
Saved in:
9
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
10
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000974834
Saved in:
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