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~isPartOf:"Applied mathematical finance"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Working papers"
~person:"Avellaneda, Marco"
~subject:"Optionsgeschäft"
~subject:"Theorie"
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Search: subject_exact:"Optionspreistheorie"
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Optionsgeschäft
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Option pricing theory
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Optionspreistheorie
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Avellaneda, Marco
Howison, Sam
4
Chen, Ren-Raw
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2
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Applied mathematical finance
Review of quantitative finance and accounting
Working papers
International journal of theoretical and applied finance
3
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
The journal of computational finance
1
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ECONIS (ZBW)
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Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
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2
Calibrating volatility surfaces via relative-entropy minimization
Avellaneda, Marco
(
contributor
)
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 37-64
Persistent link: https://www.econbiz.de/10001226743
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