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~person:"Chourdakis, Kyriakos M."
~person:"Filipović, Damir"
~subject:"Option pricing theory"
~subject:"Stochastischer Prozess"
~type_genre:"Graue Literatur"
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Option pricing theory
Stochastischer Prozess
Markov chain
4
Markov-Kette
4
Optionspreistheorie
4
Theorie
4
Theory
4
Volatility
3
Volatilität
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Allgemeines Gleichgewicht
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Credit risk
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General equilibrium
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Kreditrisiko
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Chourdakis, Kyriakos M.
Filipović, Damir
Forbes, Catherine Scipione
7
Martin, Gael M.
7
Maneesoonthorn, Worapree
5
Chib, Siddhartha
4
Ferrari, Giorgio
4
León-González, Roberto
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Rady, Sven
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Shephard, Neil G.
4
Chan, Joshua
3
Doucet, Arnaud
3
Keller, Godfrey
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Nendel, Max
3
Neuhoff, Daniel
3
Rodriguez, Gabriel
3
Strachan, Rodney W.
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Trojan, Sebastian
3
Yu, Jun
3
Abanto-Valle, Carlos A.
2
Chen, Xiaohong
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Christensen, Timothy M.
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Duffie, Darrell
2
Garrafa-Aragón, Hernán B.
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Koopman, Siem Jan
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Kunst, Robert M.
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Laurent, Jean-Paul
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Leisen, Dietmar
2
Leitner, Johannes
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Meyer-Gohde, Alexander
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Miclo, Laurent
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Nagaev, Alexander V.
2
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2
O'Hara, Keith
2
Omori, Yasuhiro
2
Pitt, Michael K.
2
Pollastri, Alessandro
2
Rodosthenous, Neofytos
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Working paper / Department of Economics, Queen Mary
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ECONIS (ZBW)
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Affine processes and applications in finance
Duffie, Darrell
;
Filipović, Damir
;
Schachermayer, Walter
-
2002
Persistent link: https://www.econbiz.de/10001704101
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2
Stochastic volatility and jumps driven by continous time Markov chains
Chourdakis, Kyriakos M.
-
2000
Persistent link: https://www.econbiz.de/10001548114
Saved in:
3
Option pricing with a dividend general equilibrium model
Chourdakis, Kyriakos M.
;
Tzavalis, Elias
-
2000
Persistent link: https://www.econbiz.de/10001540194
Saved in:
4
Option pricing under discrete shifts in stock returns
Chourdakis, Kyriakos M.
;
Tzavalis, Elias
-
2000
Persistent link: https://www.econbiz.de/10001540195
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