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~person:"Brooks, Robert"
~person:"Gouriéroux, Christian"
~person:"Whaley, Robert E."
~subject:"Option pricing theory"
~subject:"Volatilität"
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Option pricing theory
Volatilität
Derivat
67
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67
Theorie
32
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32
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16
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15
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15
Optionspreistheorie
14
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English
17
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Brooks, Robert
Gouriéroux, Christian
Whaley, Robert E.
Hull, John
27
Benth, Fred Espen
20
Madan, Dilip B.
17
Schoutens, Wim
17
Härdle, Wolfgang
16
Prokopczuk, Marcel
16
Wang, Xingchun
15
Carr, Peter
14
Fabozzi, Frank J.
14
Chiarella, Carl
13
Jarrow, Robert A.
13
Joshi, Mark S.
13
Schlögl, Erik
13
Escobar, Marcos
12
Gannon, Gerard L.
12
Hess, Markus
12
Cui, Zhenyu
11
Deutsch, Hans-Peter
11
Lo, Andrew W.
11
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11
Monfort, Alain
11
Nikitopoulos, Christina Sklibosios
11
Perrakis, Stylianos
11
Fouque, Jean-Pierre
10
Howison, Sam
10
Korn, Olaf
10
Takahashi, Akihiko
10
Branger, Nicole
9
Härdle, Wolfgang K.
9
Kyriakou, Ioannis
9
Platen, Eckhard
9
Steiner, Manfred
9
Zhang, Jin E.
9
Zheng, Wendong
9
Alexander, Carol
8
Brigo, Damiano
8
Cheng, Benjamin
8
Kokholm, Thomas
8
Kwok, Yue-Kuen
8
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Journal of econometrics
3
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1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Financial markets and asset pricing
1
Financial services review : the journal of individual financial management
1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
17
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1
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
2
Samuelson hypothesis and carry arbitrage : US and China
Brooks, Robert
;
Brooks, Joshua A.
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013438369
Saved in:
3
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
4
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
5
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
6
An introduction to derivatives and risk management
Chance, Don M.
;
Brooks, Robert
-
2016
-
10. ed.
Persistent link: https://www.econbiz.de/10011381328
Saved in:
7
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
8
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
9
Spread options and risk management : lognormal versus normal distribution approach
Brooks, Robert
;
Cline, Brandon N.
- In:
Financial services review : the journal of individual …
24
(
2015
)
1
,
pp. 15-35
Persistent link: https://www.econbiz.de/10011312166
Saved in:
10
Futures market volatility : what has changed?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of futures markets
35
(
2015
)
5
,
pp. 426-454
Persistent link: https://www.econbiz.de/10011405386
Saved in:
1
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