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~person:"Fabozzi, Frank J."
~subject:"Optionsgeschäft"
~type_genre:"Aufsatz in Zeitschrift"
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Optionsgeschäft
Option pricing theory
3
Option trading
3
Optionspreistheorie
3
Hedging
2
American options
1
Cherny-Shiryaev-Yor invariance principle
1
Delta-hedging
1
Derivat
1
Derivative
1
Hedging transaction cost
1
Jarrow-Rudd binomial option pricing
1
LEAPS
1
Markov chain
1
Markov-Kette
1
Optimal exercise price
1
Portfolio selection
1
Portfolio-Management
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Quasi-analytic method
1
Skew random walk
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Statistical distribution
1
Statistische Verteilung
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Theorie
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Theory
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Fabozzi, Frank J.
Ryu, Doojin
24
Wang, Xingchun
22
Zhang, Jin E.
18
Carr, Peter
16
Lee, Hangsuck
15
Kang, Jangkoo
12
Kwok, Yue-Kuen
12
Cui, Zhenyu
11
Zanette, Antonino
11
Lung, Peter P.
10
Madan, Dilip B.
10
Wu, Liuren
10
Chang, Chuang-chang
9
Doran, James S.
9
Escobar, Marcos
9
Fodor, Andy
9
Fusai, Gianluca
9
Schoutens, Wim
9
Cai, Ning
8
He, Xin-Jiang
8
Joshi, Mark S.
8
Kirkby, J. Lars
8
Orosi, Greg
8
Poteshman, Allen M.
8
Ruan, Xinfeng
8
Siu, Tak Kuen
8
Truong, Cameron
8
Yang, Heejin
8
Benth, Fred Espen
7
Dai, Min
7
Elliott, Robert J.
7
Hobson, David G.
7
Kim, Sol
7
Lee, Minha
7
Ronn, Ehud I.
7
Stentoft, Lars
7
Takahashi, Akihiko
7
Wei, Jason
7
Alexander, Carol
6
Bernales, Alejandro
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European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
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ECONIS (ZBW)
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Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
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2
An improved method for pricing and hedging long dated American options
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Stanescu, Silvia
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
Saved in:
3
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
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