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~isPartOf:"Discussion paper / B"
~subject:"Option pricing theory"
~subject:"Share price"
~type_genre:"Arbeitspapier"
~type_genre:"Book section"
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Search: subject:"Black-Scholes-Modell"
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Option pricing theory
Share price
Black-Scholes model
4
Black-Scholes-Modell
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Optionspreistheorie
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Theorie
4
Theory
4
Volatility
3
Volatilität
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Stochastic process
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Stochastischer Prozess
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Binomial Model
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Currency option
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Derivat
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Option trading
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Frey, Rüdiger
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Leisen, Dietmar
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Discussion paper / B
Research paper series / Swiss Finance Institute
6
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Options : classic approaches to pricing and modelling
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
CoFE discussion papers
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Financial derivatives : pricing and risk management
3
Financial engineering
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Mathematical finance
3
Nonlinear models in mathematical finance : new research trends in option pricing
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Current topics in quantitative finance : with 23 tables
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Tinbergen Institute
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Finance and economics discussion series
2
Les cahiers de recherche / HEC Paris
2
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
2
Queen's Economics Department working paper
2
SFB 649 discussion paper
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Working paper series / Centre for Practical Quantitative Finance
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
2
26th Australasian Finance and Banking Conference 2013
1
AFA 2010 Atlanta Meetings Paper
1
AFI
1
Advanced mathematical methods for finance
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Aufgaben von Wissenschaft und Praxis im nächsten Jahrzehnt : Festgabe AV Bodania, St. Gallen ; [1925 - 2000]
1
Bewertung und Einsatz von Finanzderivaten
1
Bonn Econ Discussion Papers / BGSE
1
Borradores de economía
1
Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
1
CARF working paper
1
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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
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
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3
Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1998
Persistent link: https://www.econbiz.de/10001387512
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4
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
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