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~person:"Fabozzi, Frank J."
~person:"Kallsen, Jan"
~subject:"Derivat"
~subject:"Optionspreistheorie"
~type_genre:"Hochschulschrift"
~type_genre:"Non-commercial literature"
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Derivat
Optionspreistheorie
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Fabozzi, Frank J.
Kallsen, Jan
Broll, Udo
12
Kohlmann, Michael
10
Korn, Olaf
9
Gündüz, Yalın
6
Platen, Eckhard
5
Tang, Shanjian
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Second-order approximations to pricing and
hedging
in presence of jumps and stochastic volatility
Denkl, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010200946
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2
Hedging
in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
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3
Variance-optimal heding for processes with stationary independent increments
Hubalek, Friedrich
;
Kallsen, Jan
;
Krawczyk, Leszek
-
2005
Persistent link: https://www.econbiz.de/10002830696
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