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~accessRights:"restricted"
~isPartOf:"Advanced series on statistical science & applied probability"
~isPartOf:"Annals of operations research"
~isPartOf:"Journal of banking & finance"
~subject:"Option trading"
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Option trading
Stochastic process
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Stochastischer Prozess
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Volatility
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Option pricing theory
18
Optionspreistheorie
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Theorie
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Hull, John
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Leippold, Markus
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Pacati, Claudio
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Pompa, Gabriele
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Schneider, Lorenz
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Advanced series on statistical science & applied probability
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ECONIS (ZBW)
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From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
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2
Smiling twice : the Heston++ model
Pacati, Claudio
;
Pompa, Gabriele
;
Renò, Roberto
- In:
Journal of banking & finance
96
(
2018
),
pp. 185-206
Persistent link: https://www.econbiz.de/10011967200
Saved in:
3
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model
Leippold, Markus
;
Vasiljević, Nikola
- In:
Journal of banking & finance
77
(
2017
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011814354
Saved in:
4
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
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