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~isPartOf:"Mathematical finance"
~source:"econis"
~subject:"Derivat <Wertpapier>"
~subject:"Estimation"
~subject:"Volatility"
~type:"book"
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Derivat <Wertpapier>
Estimation
Volatility
Derivat
10
Derivative
10
Option pricing theory
10
Optionspreistheorie
10
Volatilität
7
Stochastic process
5
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option pricing
3
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1
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Howison, Sam
4
Barndorff-Nielsen, Ole E.
1
Chapman, S. Jonathan
1
Dewynne, Jeff N.
1
Firth, N. P.
1
Lamper, David
1
Oztukel, Asli
1
Rafailidis, A.
1
Rafailidis, Avraam
1
Rasmussen, H. O.
1
Rasmussen, Henrik
1
Shephard, Neil G.
1
Wilmott, Paul
1
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Mathematical finance
SpringerLink / Bücher
29
Wiley finance series
20
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15
Wiley finance
12
Working paper
10
Lecture notes in economics and mathematical systems : LNEMS
9
Finance and economics discussion series
7
NBER working paper series
7
Springer eBook Collection / Business and Economics
7
Working paper / National Bureau of Economic Research, Inc.
7
Bank- und finanzwirtschaftliche Forschungen
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Springer finance
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Discussion paper / Centre for Economic Policy Research
5
Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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Research paper series / Swiss Finance Institute
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Schriftenreihe Finanzmanagement
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Springer eBook Collection
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Beiträge zur betriebswirtschaftlichen Forschung
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Berichte aus der Betriebswirtschaft
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Europäische Hochschulschriften / 5
4
Finanz- und Rechnungswesen
4
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4
Research paper / Federal Reserve Bank of New York
4
SFB 649 discussion paper
4
School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
4
Sparkassenhefte : SpkH
4
The Frank J. Fabozzi series
4
Tinbergen Institute research series
4
Wiley series in financial engineering
4
Wiley series in probability and statistics
4
Working paper series / Centre for Practical Quantitative Finance
4
Chapman & Hall/CRC financial mathematics series
3
Discussion paper / Tinbergen Institute
3
Discussion paper series / School of Economics and Finance, the University of Hong Kong
3
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ECONIS (ZBW)
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1
Matched asymptotic expansions in financial engineering
Howison, Sam
-
2005
Persistent link: https://www.econbiz.de/10009581648
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2
An asymptotic analysis of an American call option with small volatility
Firth, N. P.
;
Dewynne, Jeff N.
;
Chapman, S. Jonathan
-
2004
Persistent link: https://www.econbiz.de/10009581650
Saved in:
3
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
-
2003
Persistent link: https://www.econbiz.de/10009581653
Saved in:
4
A note on the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, A.
;
Rasmussen, H. O.
-
2001
Persistent link: https://www.econbiz.de/10009581664
Saved in:
5
Trading volume in models of financial derivatives
Howison, Sam
;
Lamper, David
-
2000
Persistent link: https://www.econbiz.de/10009581670
Saved in:
6
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
Saved in:
7
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Oztukel, Asli
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582829
Saved in:
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