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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finanzmarkt und Portfolio-Management"
~subject:"1988-1992"
~subject:"Transaktionskosten"
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Search: subject_exact:"Black-Scholes option pricing model"
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1988-1992
Transaktionskosten
Black-Scholes model
24
Black-Scholes-Modell
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Theorie
13
Theory
13
Volatility
12
Volatilität
12
Option pricing theory
10
Optionspreistheorie
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Option trading
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Optionsgeschäft
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Stochastic process
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Stochastischer Prozess
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Schweiz
4
Switzerland
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Estimation
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Schätzung
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Transaction costs
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Aktienoption
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Analysis
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Asymptotic expansion
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Barrier options
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Black-Scholes equation with nonlinear volatility
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CAPM
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CVA
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Capital income
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Adjaoute, Kpate
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Ishimura, Naoyuki
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Ševčovič, Daniel
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Žitňanská, Magdaléna
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Asia-Pacific financial markets
Finanzmarkt und Portfolio-Management
International journal of theoretical and applied finance
4
Finance and stochastics
3
Applied mathematical finance
2
CoFE discussion papers
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Advances in quantitative analysis of finance and accounting : a research annual
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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
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Journal of multinational financial management
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Physica-Schriften zur Betriebswirtschaft
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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The Geneva risk and insurance review
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Analysis of the nonlinear option pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
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2
Remarks on the nonlinear Black-Scholes equations with the effect of transaction costs
Ishimura, Naoyuki
- In:
Asia-Pacific financial markets
17
(
2010
)
3
,
pp. 241-259
Persistent link: https://www.econbiz.de/10009237116
Saved in:
3
The valuation of options for constant elasticity of variance processes : a review of the theory and empirical evidence for options written on Swiss stocks
Adjaoute, Kpate
- In:
Finanzmarkt und Portfolio-Management
7
(
1993
)
4
,
pp. 495-509
Persistent link: https://www.econbiz.de/10001222030
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