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~isPartOf:"Journal of banking & finance"
~person:"Baule, Rainer"
~person:"Benth, Fred Espen"
~person:"Guo, Ivan"
~person:"Mahlstedt, M."
~subject:"Optionsgeschäft"
~subject:"Scientific modelling"
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Optionsgeschäft
Scientific modelling
Barrier options
1
Bates model
1
Black-Scholes model
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Black-Scholes-Modell
1
Bonus certificates
1
Derivat
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Baule, Rainer
Benth, Fred Espen
Guo, Ivan
Mahlstedt, M.
Chang, Chuang-chang
3
Choy, Siu Kai
3
Crouhy, Michel
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Wei, Jason
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Bernales, Alejandro
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Das, Sanjiv R.
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Doran, James S.
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Fuh, Cheng-der
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Sarkar, Sudipto
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Tian, Yisong Sam
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Burlacu, Radu
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Journal of banking & finance
International journal of theoretical and applied finance
3
Advanced series on statistical science & applied probability
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Finance and stochastics
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Advanced Series on Statistical Science and Applied Probability Ser
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Applied mathematical finance
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Journal of forecasting
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Journal of risk and financial management : JRFM
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Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Model risk and model choice in the case of barrier options and bonus certificates
Baule, Rainer
;
Shkel, David Sebastian
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013256692
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