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~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"Svenska Handelshögskolan <Helsinki>"
~language:"eng"
~subject:"Option pricing theory"
~subject:"Risk"
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Option pricing theory
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31
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28
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Sundkvist, Kim
5
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
12
Federal Reserve Board (Board of Governors of the Federal Reserve System)
9
Edward Elgar Publishing
8
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
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Ekonomiska forskningsinstitutet <Stockholm>
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Conference on International Risk Sharing <2010, Brüssel>
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Meddelanden från Svenska Handelshögskolan
13
Fisher College of Business working paper series
5
Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
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ECONIS (ZBW)
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Flexible budgeting under uncertainty : a real options perspective
Ekholm, Bo-Göran
(
contributor
);
Wallin, Jan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003387785
Saved in:
2
Does uncertainty affect investment and labor demand?
Rosenberg, Matts
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001695148
Saved in:
3
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:
4
Real estate investment and uncertainty : econometric modelling using Finnish data
Ahlgren, Niklas
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544846
Saved in:
5
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:
6
Evaluating option pricing models : different ways of modeling time
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563892
Saved in:
7
Causes of observed feedback patterns between stocks and options
Jern, Benny
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541152
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8
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:
9
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
10
The pricing of american put options on stock with dividends
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
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