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~person:"Aboura, Sofiane"
~person:"Jarrow, Robert A."
~subject:"Black-Scholes model"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Black-Scholes-Modell"
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Black-Scholes model
Statistische Verteilung
Black-Scholes-Modell
12
Theorie
8
Theory
8
Option pricing theory
7
Optionspreistheorie
7
Derivat
3
Derivative
3
Liquidity
2
Liquidität
2
Option trading
2
Optionsgeschäft
2
Risiko
2
Risk
2
Volatility
2
Volatilität
2
1995-1998
1
Arbitrage Pricing
1
Arbitrage pricing
1
Award
1
Bayes-Statistik
1
Bayesian inference
1
Betriebswirtschaftliche Einführungsschrift
1
Bid-ask spread
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Börsengang
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Börsentermingeschäft
1
Economists
1
Erwartungsbildung
1
European-style option pricing
1
Expectation formation
1
Geld-Brief-Spanne
1
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1
Griechenland
1
Hedging
1
Incomplete market
1
Initial public offering
1
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1
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1
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1
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2
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12
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Aboura, Sofiane
Jarrow, Robert A.
Madan, Dilip B.
13
Alghalith, Moawia
11
Lee, Cheng F.
10
Câmara, António
9
Ehrhardt, Matthias
9
Korn, Ralf
9
Schoutens, Wim
9
Singh, Vipul Kumar
9
Elliott, Robert J.
8
Kohlmann, Michael
8
Wystup, Uwe
8
Carr, Peter
7
Chance, Don M.
7
Fengler, Matthias R.
7
Frey, Rüdiger
7
Gikhman, Ilya I.
7
Renault, Eric
7
Vanduffel, Steven
7
Cui, Zhenyu
6
Engle, Robert F.
6
Franke, Günter
6
Garcia, René
6
Goovaerts, Marc J.
6
Härdle, Wolfgang
6
Kühn, Christoph
6
Lee, John C.
6
Orlando, Giuseppe
6
Rosenberg, Joshua V.
6
Satchell, Stephen
6
Stapleton, Richard C.
6
Zhu, Song-Ping
6
Alexander, Carol
5
Alòs, Elisa
5
Brooks, Robert
5
Dhaene, Jan
5
Fusai, Gianluca
5
Gatheral, Jim
5
Heston, Steven L.
5
Jeanblanc, Monique
5
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Review of derivatives research
2
Financial engineering
1
Journal of banking & finance
1
Journal of derivatives & hedge funds
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of financial education
1
The Irwin series in finance
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of financial studies
1
Twentieth-century contributions
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ECONIS (ZBW)
12
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1
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:
2
The dangers of calibration and hedging the Greeks in option pricing
Chatterjea, Arkadev
;
Jarrow, Robert A.
- In:
Journal of financial education
38
(
2012
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009615610
Saved in:
3
Liquidity risk and option pricing theory
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Financial engineering
,
(pp. 727-762)
.
2008
Persistent link: https://www.econbiz.de/10003567782
Saved in:
4
In honor of the Nobel laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A.
-
2007
Persistent link: https://www.econbiz.de/10003466764
Saved in:
5
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
6
Large traders, hidden arbitrage, and complete markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2803-2820
Persistent link: https://www.econbiz.de/10003121053
Saved in:
7
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Saved in:
8
In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A.
- In:
The journal of economic perspectives : EP ; a journal …
13
(
1999
)
4
,
pp. 229-248
Persistent link: https://www.econbiz.de/10001431055
Saved in:
9
Options markets, self-fulfilling prophecies, and implied volatilities
Cherian, Joseph A.
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 5-37
Persistent link: https://www.econbiz.de/10001250192
Saved in:
10
Option pricing using a binomial model with random time steps (a formal model of gamma hedging)
Dengler, Heike
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 107-138
Persistent link: https://www.econbiz.de/10001218120
Saved in:
1
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