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~language:"eng"
~person:"Renault, Eric"
~person:"Rogers, Leonard C. G."
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Black-Scholes model
13
Theorie
13
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13
Black-Scholes-Modell
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Option pricing theory
6
Optionspreistheorie
6
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3
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generalized hyperbolic distribution
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growth rate estimation uncertainty
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optimal investment
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Renault, Eric
Rogers, Leonard C. G.
Lee, Cheng F.
14
Madan, Dilip B.
13
Alghalith, Moawia
11
Jarrow, Robert A.
11
Câmara, António
9
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9
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9
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9
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9
Singh, Vipul Kumar
9
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8
Kohlmann, Michael
8
Wystup, Uwe
8
Carr, Peter
7
Chance, Don M.
7
Fengler, Matthias R.
7
Franke, Günter
7
Gikhman, Ilya I.
7
Seydel, Rüdiger
7
Stapleton, Richard C.
7
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7
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6
Cui, Zhenyu
6
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6
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6
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6
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6
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6
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6
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6
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6
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6
Satchell, Stephen
6
Subrahmanyam, Marti G.
6
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6
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5
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5
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Cahier / Département de Sciences Économiques, Université de Montréal
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied financial economics
1
Forecasting volatility in the financial markets
1
International journal of theoretical and applied finance
1
Journal of econometrics
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Evolution of firm size
Gonon, Lukas
;
Rogers, Leonard C. G.
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010437201
Saved in:
2
The cost of illiquidity and its effects on hedging
Rogers, Leonard C. G.
;
Singh, Surbjeet
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10008666989
Saved in:
3
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614493
Saved in:
4
Asymmetric smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2001
Persistent link: https://www.econbiz.de/10001614502
Saved in:
5
Volatility forecasting in a tick data model
Rogers, Leonard C. G.
- In:
Forecasting volatility in the financial markets
,
(pp. 295-299)
.
2007
Persistent link: https://www.econbiz.de/10003872998
Saved in:
6
Stocks paying discrete dividends : modeling and option pricing
Korn, Ralf
;
Rogers, Leonard C. G.
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 44-48
Persistent link: https://www.econbiz.de/10003299545
Saved in:
7
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 49-83
Persistent link: https://www.econbiz.de/10001772141
Saved in:
8
A simple model of liquidity effects
Rogers, Leonard C. G.
;
Zane, Omar
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 161-176)
.
2002
Persistent link: https://www.econbiz.de/10001672232
Saved in:
9
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
10
Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
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