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~person:"Belke, Ansgar"
~person:"Lee, Roger"
~person:"Tankov, Peter"
~subject:"Optionsgeschäft"
~subject:"Volatilität"
~type_genre:"Book section"
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Optionsgeschäft
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Option pricing theory
7
Optionspreistheorie
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5
Black-Scholes model
3
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3
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Belke, Ansgar
Lee, Roger
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Lee, Cheng F.
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Fabozzi, Frank J.
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Frontiers in quantitative finance : volatility and credit risk modeling
2
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
2
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Numerical methods in finance : Bordeaux, June 2010
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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
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2
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
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3
On black-scholes implied volatility at extreme strikes
Benaim, Shalom
;
Friz, Peter
;
Lee, Roger
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 19-45)
.
2009
Persistent link: https://www.econbiz.de/10003787593
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4
Swing options valuation : a BSDE with constrained jumps approach
Bernhart, Marie
;
Pham, Huyen
;
Tankov, Peter
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 379-400)
.
2012
Persistent link: https://www.econbiz.de/10009577188
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5
Pricing
, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
Saved in:
6
Impact of exchange rate volatility on labour markets : a case of Transatlantic monetary policy coordination?
Belke, Ansgar
;
Kösters, Wim
;
Leschke, Martin
;
Polleit, …
- In:
Entscheidungsorientierte Volkswirtschaftslehre : …
,
(pp. 189-214)
.
2005
Persistent link: https://www.econbiz.de/10003345134
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