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~isPartOf:"Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie"
~type_genre:"Konferenzbeitrag"
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Behavioural finance
Black-Scholes model
Index futures
Volatility
Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Affine stochastic volatility
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EM algorithm
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Fourier Gauss-Laguerre option pricing
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Mathematical programming
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Hitaj, A.
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Advanced mathematical methods for finance
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Advances in financial risk management : corporates, intermediaries and portfolios
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Decision making and risk/return optimization in financial economics
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Der Preis des Risikos
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Discussion paper series / LSE Financial Markets Group
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Empirical essays on financial markets, firms, and derivates
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Equilibrium models for derivatives markets with frictions
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Finanzierungen
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Forecasting volatility in the financial markets
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Handbook of economic forecasting ; Volume 2A
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Handbook of financial time series
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Handbook of sports and lottery markets
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International journal of theoretical and applied finance
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Mathematical control theory and finance
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Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Psychology of decision making in economics, business and finance
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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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Risk management and value : valuation and asset price
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VIX computation based on affine stochastic volatility models in discrete time
Hitaj, A.
;
Mercuri, L.
;
Rroji, E.
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 141-164)
.
2018
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