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~institution:"Center for Economic Research <Tilburg>"
~institution:"Eberhard Karls Universität Tübingen"
~institution:"Erasmus Research Institute of Management"
~institution:"Karlsruher Institut für Technologie"
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Search: subject_exact:"Exotic options"
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Option trading
11
Optionsgeschäft
11
Option pricing theory
8
Optionspreistheorie
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3
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Black-Scholes model
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Center for Economic Research <Tilburg>
Eberhard Karls Universität Tübingen
Erasmus Research Institute of Management
Karlsruher Institut für Technologie
National Bureau of Economic Research
26
Centre for Analytical Finance <Århus>
9
Christian-Albrechts-Universität zu Kiel
4
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4
Institut for Finansiering <Frederiksberg>
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Discussion paper / Center for Economic Research, Tilburg University
7
ERIM report series research in management
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ECONIS (ZBW)
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Information and frictions in financial markets
Eberbach, Jelena
-
2022
Persistent link: https://www.econbiz.de/10012821059
Saved in:
2
The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
-
2019
Persistent link: https://www.econbiz.de/10012173134
Saved in:
3
Frictions, intermediaries, and the option market
Hofmann, Michael
-
2019
Persistent link: https://www.econbiz.de/10012018984
Saved in:
4
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
Saved in:
5
Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
Saved in:
6
Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047
Saved in:
7
Analytic American option pricing and applications
Sbuelz, A.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773851
Saved in:
8
Robust one period option modelling
Lutgens, Frank Johannes Willem
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733026
Saved in:
9
Option formulas for mean-reverting power prices with spikes
Jong, Cyriel de
(
contributor
);
Huisman, Ronald
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001709763
Saved in:
10
Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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