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~person:"Aboura, Sofiane"
~person:"Hallerbach, Winfried G."
~person:"Xiao, Yajun"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Black-Scholes-Modell"
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Statistische Verteilung
Black-Scholes model
6
Black-Scholes-Modell
6
Option pricing theory
4
Optionspreistheorie
4
Statistical distribution
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Asia
2
Asien
2
Risikomanagement
2
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European-style option pricing
1
Finanzmathematik
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Incomplete market
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Iteratives Verfahren
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Kapitaleinkommen
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Mathematical finance
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Option trading
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Optionsgeschäft
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Regression analysis
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Aboura, Sofiane
Hallerbach, Winfried G.
Xiao, Yajun
Carr, Peter
3
Chen, Ying
2
Cortes, Lina
2
Drimus, Gabriel
2
Farkas, Walter
2
Mora-Valencia, Andrés
2
Necula, Ciprian
2
Perote, Javier
2
Vähämaa, Sami
2
Xu, Guoping
2
Zheng, Harry
2
Al-Jaaf, Aşty
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Azzone, Michele
1
Ball, Michael A.
1
Bouchaud, Jean-Philippe
1
Cao, Lingyan
1
Ch'oe, Pyŏng-uk
1
Chang, Kook-hyun
1
Chung, San-Lin
1
Coolen, Frank P. A.
1
Coolen-Maturi, Tahani
1
Cremers, Heinz
1
D'Addona, Stefano
1
Dao, Tung-Lam
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Ewald, CXhristian-Oliver
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Ewald, Christian-Oliver
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Fischer, Matthias
1
Gan, Guojun
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Gruber, Alfred
1
Guirguis, Michel
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Guo, Zheng-feng
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Current topics in quantitative finance : with 23 tables
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Discussion paper series
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Finance research letters
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Journal of derivatives & hedge funds
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ECONIS (ZBW)
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
2
Option pricing with a dynamic fat-tailed model
Aboura, Sofiane
;
Valeyre, Sebastien
;
Wagner, Niklas F.
- In:
Journal of derivatives & hedge funds
20
(
2014
)
3
,
pp. 131-155
Persistent link: https://www.econbiz.de/10010462976
Saved in:
3
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
4
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G.
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 80-92)
.
1999
Persistent link: https://www.econbiz.de/10001442926
Saved in:
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