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~isPartOf:"Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference"
~subject:"EU-Staaten"
~subject:"Konsumentenverhalten"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Book section"
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Option pricing theory
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
Handbook of pricing research in marketing
9
Optimal bundling : marketing strategies for improving economic performance ; with 48 tables
7
Pricing decisions in the euro area : how firms set prices and why
6
Europäisierte Regulierungsstrukturen und -netzwerke : Basis einer künftigen Infrastrukturvorsorge ; [... im Mai 2011 eine Konferenz zum Thema "Europäisierte Regulierungsstrukturen als Basis einer künftigen Infrastrukturvorsorge"]
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Pricing perspectives : marketing and management implications of new theories and applications
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Financial engineering
4
Innovation in pricing : contemporary theories and best practices
4
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
4
Selected papers of the Symposium on Operations Research (SOR'96) : Braunschweig, September 3 - 6, 1996
4
Applications
3
Competition and market structure : theory and evidence on the effects of restrictive practices legislation in the UK 1954 - 1977
3
Empirical research on the German capital market : with 60 tables
3
Erfolgsstrategien für die Mitte - Perspektiven aus Marktforschung, Praxis und Wissenschaft : Dokumentation des Führungsgesprächs vom 7. November 2008
3
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
3
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
3
Neuere Theorien und Methoden in den Wirtschafts- und Sozialwissenschaften des Landbaus : 54. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e. V. vom 17. bis 19. September 2014
3
New operational approaches for financial modelling
3
Pricing-Forschung in Deutschland
3
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
3
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
Recent developments in antitrust : theory and evidence
3
Road congestion pricing in Europe : implications for the United States
3
Advances in economics and econometrics ; Vol. 2
2
Application of operations research to financial markets
2
Applied quantitative finance
2
Bewertung und Einsatz von Finanzderivaten
2
Citizenship and consumption
2
Commodity Marketing : Grundlagen, Besonderheiten, Erfahrungen
2
Competition Policy in Network Industries
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
2
Current topics in quantitative finance : with 23 tables
2
Der unvollendete Binnenmarkt
2
Dimensions of competitiveness
2
Economics of emerging markets
2
Encyclopedia of economics research ; Vol. 2
2
Essays in asset pricing
2
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1
Probability-free models in option
pricing
: statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
2
A general theory of option
pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
3
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
4
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
Saved in:
5
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
Saved in:
6
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
7
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
8
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
9
The smile of stochastic volatility models
Guyon, Julien
- In:
Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
Saved in:
10
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
Saved in:
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