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~isPartOf:"Global COE Hi-Stat discussion paper series"
~person:"Benth, Fred Espen"
~person:"Chang, Chuang-chang"
~person:"Fusari, Nicola"
~person:"Kräussl, Roman"
~person:"Kōnstantinidēs, Giōrgos"
~person:"Stentoft, Lars"
~subject:"Option trading"
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Option trading
Modellierung
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Risikoprämie
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Risk premium
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Scientific modelling
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Stochastic process
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Benth, Fred Espen
Chang, Chuang-chang
Fusari, Nicola
Kräussl, Roman
Kōnstantinidēs, Giōrgos
Stentoft, Lars
Andersen, Torben
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Fulop, Andras
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Li, Junye
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Takeuchi-Nogimori, Asuka
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Global COE Hi-Stat discussion paper series
CREATES research paper
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The international library of critical writings in financial economics
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
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2012
Persistent link: https://www.econbiz.de/10010202343
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