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~person:"Crouhy, Michel"
~person:"Fusai, Gianluca"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Theory"
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Behavioural finance
Black-Scholes model
Index futures
Theory
Option trading
24
Optionsgeschäft
24
Option pricing theory
13
Optionspreistheorie
13
Theorie
8
Volatility
6
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6
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11
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Crouhy, Michel
Fusai, Gianluca
Hull, John
24
Ryu, Doojin
15
Thomsett, Michael C.
13
Perrakis, Stylianos
11
Fusari, Nicola
10
Vorst, Ton
10
Kwok, Yue-Kuen
9
Zhang, Jin E.
9
Giglio, Stefano
8
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8
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8
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8
Andersen, Torben
7
Bernales, Alejandro
7
Carr, Peter
7
Jackwerth, Jens Carsten
7
Kit, Pong Wong
7
Kōnstantinidēs, Giōrgos
7
Pedersen, Lasse Heje
7
Verousis, Thanos
7
Chernov, Mikhail
6
Czerwonko, Michal
6
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6
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6
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6
Løchte Jørgensen, Peter
6
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6
Yang, Heejin
6
Backus, David
5
Boyle, Phelim P.
5
Carpenter, Jennifer N.
5
Chemla, Gilles
5
Chiarella, Carl
5
Choy, Siu Kai
5
Cici, Gjergji
5
Constantinides, George M.
5
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5
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5
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Chambre de commerce et d'industrie de Paris
1
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4
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2
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1
Encyclopedia of economics research ; Vol. 1
1
European journal of operational research : EJOR
1
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1
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ECONIS (ZBW)
11
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1
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 210-223
Persistent link: https://www.econbiz.de/10011882800
Saved in:
2
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
3
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
-
2012
Persistent link: https://www.econbiz.de/10009579937
Saved in:
4
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 31-57)
.
2009
Persistent link: https://www.econbiz.de/10003867857
Saved in:
5
Analysis of quadrature methods for pricing discrete barrier options
Fusai, Gianluca
;
Recchioni, Maria Cristina
- In:
Journal of economic dynamics & control
31
(
2007
)
3
,
pp. 826-860
Persistent link: https://www.econbiz.de/10003421624
Saved in:
6
An exact analytical solution for discrete barrier options
Fusai, Gianluca
;
Abrahams, I. David
;
Sgarra, Carlo
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003234939
Saved in:
7
Information about bank risk in options prices
Swidler, Steven Mark
;
Wilcox, James A.
- In:
Journal of banking & finance
26
(
2002
)
5
,
pp. 1033-1057
Persistent link: https://www.econbiz.de/10001665099
Saved in:
8
The pricing of forward-starting Asian options
Bouaziz, Laurent
;
Briys, Eric
;
Crouhy, Michel
-
1994
Persistent link: https://www.econbiz.de/10000909455
Saved in:
9
The interaction between the financial and investment decisions of the firm : the case of issuing warrants in a levered firm
Crouhy, Michel
- In:
Journal of banking & finance
18
(
1994
)
5
,
pp. 861-880
Persistent link: https://www.econbiz.de/10001174023
Saved in:
10
The pricing of forward-starting Asian options
Bouaziz, Laurent
- In:
Journal of banking & finance
18
(
1994
)
5
,
pp. 823-839
Persistent link: https://www.econbiz.de/10001174025
Saved in:
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