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~language:"eng"
~person:"Chiarella, Carl"
~person:"Ewald, Christian-Oliver"
~person:"Vikström, Mikael"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
79
Theory
77
Keynesian economics
28
Keynesianismus
28
Business cycle
26
Konjunktur
26
Monetary growth model
21
Monetäre Wachstumstheorie
21
Konjunkturtheorie
20
Neoclassical synthesis
19
Neoklassische Synthese
19
Business cycle theory
18
Volatility
16
Volatilität
16
Option pricing theory
15
Chaos theory
14
Chaostheorie
14
Yield curve
14
Zinsstruktur
14
Dynamische Wirtschaftstheorie
11
Economic dynamics
11
Stochastic process
11
Stochastischer Prozess
11
Portfolio-Management
10
Macroeconomics
9
Makroökonomik
9
Nichtlineare Dynamik
9
Phillips curve
9
Phillips-Kurve
9
Geldpolitik
8
Nonlinear dynamics
8
Portfolio selection
8
Börsenkurs
7
CAPM
7
Estimation
7
Schätzung
7
Share price
7
Wirtschaftliche Instabilität
7
Dynamische Makroökonomie
6
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8
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14
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1
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14
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14
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13
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13
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1
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Language
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English
Author
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Chiarella, Carl
Ewald, Christian-Oliver
Vikström, Mikael
Alòs, Elisa
10
Cerrato, Mario
7
Linders, Daniël
5
Madlener, Reinhard
5
Sundkvist, Kim
5
Belomestny, Denis
4
Bieta, Volker
4
Broll, Udo
4
León, Jorge A.
4
Sandmann, Klaus
4
Aase, Knut K.
3
Gültekin, Mustafa N.
3
Härdle, Wolfgang
3
Larcher, Gerhard
3
Lee, Cheng F.
3
Munk, Claus
3
Saxena, Anureet
3
Schlögl, Erik
3
Siebe, Wilfried
3
Siu, Tak Kuen
3
Söderman, Ronnie
3
Van Order, Robert
3
Aase Nielsen, Jørgen
2
Abbasyan, Abdollah
2
Bajo, Emanuele
2
Barbi, Massimiliano
2
Bjerksund, Petter
2
Caporale, Guglielmo Maria
2
Castrén, Olli
2
Cheang, Gerald H. L.
2
Chen, Jim
2
Craig, Ben R.
2
Dhaene, Jan
2
Djennad, Abdelmadjid
2
Dorffner, Georg
2
Fanelli, Viviana
2
García-Machado, Juan J.
2
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Svenska Handelshögskolan <Helsinki>
4
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Meddelanden från Svenska Handelshögskolan
4
American journal of agricultural economics
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
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ECONIS (ZBW)
15
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1
On the market-consistent valuation of fish farms : using the real option approach and salmon futures
Ewald, Christian-Oliver
;
Ouyang, Ruolan
;
Siu, Tak Kuen
- In:
American journal of agricultural economics
99
(
2017
)
1
,
pp. 207-224
Persistent link: https://www.econbiz.de/10011761182
Saved in:
2
The pricing of american put options on stock with dividends
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
Saved in:
3
The day of the week effect and option pricing : a study of the German option market
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557346
Saved in:
4
Hedging options with different time units in the pricing models
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557350
Saved in:
5
Intraday and weekend volatility patterns : implications for option pricing
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557353
Saved in:
6
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
7
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
8
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
9
The representation of American options prices under stochastic volatility and jump-diffusion dynamics
Cheang, Gerald
;
Chiarella, Carl
;
Ziogas, Andrew
-
2009
Persistent link: https://www.econbiz.de/10009233319
Saved in:
10
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
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