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~isPartOf:"Discussion paper / B"
~subject:"Börsenkurs"
~subject:"Financial market"
~subject:"Option pricing theory"
~type:"book"
~type_genre:"Forschungsbericht"
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Börsenkurs
Financial market
Option pricing theory
Theorie
7
Theory
7
Volatility
7
Volatilität
7
Optionspreistheorie
5
Black-Scholes model
4
Black-Scholes-Modell
4
Hedging
2
Markov chain
2
Markov-Kette
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Option trading
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Optionsgeschäft
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Binomial Model
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Derivat
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Forschungsbericht
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6
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Frey, Rüdiger
3
Leisen, Dietmar
2
Laurent, Jean-Paul
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Zühlsdorff, Christian
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Discussion paper / B
Berichte des Fraunhofer ITWM
4
Lecture notes in economics and mathematical systems : LNEMS
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
Discussion paper / A
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
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2
The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian
-
1999
Persistent link: https://www.econbiz.de/10001367775
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3
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
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4
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
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5
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
6
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
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