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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Muhle-Karbe, Johannes"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
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Optionspreistheorie
3
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2
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2
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Aufsatz in Zeitschrift
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Muhle-Karbe, Johannes
Carr, Peter
8
Chen, Son-nan
7
Hobson, David G.
7
Wu, Ting-pin
7
Hull, John
6
Kabanov, Jurij M.
6
White, Alan
6
Filipović, Damir
5
Glasserman, Paul
5
Wu, Liuren
5
Alòs, Elisa
4
Belomestny, Denis
4
Benth, Fred Espen
4
Björk, Tomas
4
Brigo, Damiano
4
Cox, Alexander M. G.
4
Ederington, Louis H.
4
Fabozzi, Frank J.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
4
Ritchken, Peter H.
4
Tian, Yisong Sam
4
Broadie, Mark
3
Chaput, J. Scott
3
Cuchiero, Christa
3
Eberlein, Ernst
3
Jeanblanc, Monique
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Kallsen, Jan
3
Keller-Ressel, Martin
3
Klein, Peter
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Leblanc, Boris
3
Li, Lingfei
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Lyuu, Yuh-dauh
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Mijatovi´c, Aleksandar
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics and financial economics
1
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A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
2
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
3
Asymptotic and exact pricing of options on variance
Keller-Ressel, Martin
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 107-133
Persistent link: https://www.econbiz.de/10009682289
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