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~person:"Frey, Rüdiger"
~person:"Hsu, Wei-tze"
~subject:"Option trading"
~subject:"Statistische Verteilung"
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Option trading
Statistische Verteilung
Black-Scholes model
8
Black-Scholes-Modell
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Hedging
6
Theorie
6
Theory
6
Option pricing theory
5
Optionspreistheorie
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Volatility
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5
Optionsgeschäft
4
Börsenkurs
2
Derivat
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Derivative
2
Search theory
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Stochastischer Prozess
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Double exponential distribution
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Handelsvolumen der Börse
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Frey, Rüdiger
Hsu, Wei-tze
Carr, Peter
5
Kühn, Christoph
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Wystup, Uwe
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Zanette, Antonino
5
Chance, Don M.
4
Fusai, Gianluca
4
Griebsch, Susanne
4
Ko, Bangwon
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Lee, Hangsuck
4
Lieberman, Offer
4
Phillips, Peter C. B.
4
Pirjol, Dan
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4
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3
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3
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3
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3
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3
Gehricke, Sebastian A.
3
Jackwerth, Jens Carsten
3
Kōnstantinidēs, Giōrgos
3
Necula, Ciprian
3
Orosi, Greg
3
Perrakis, Stylianos
3
Reisinger, Christoph
3
Saretto, Alessio
3
Zhang, Jin E.
3
Ševčovič, Daniel
3
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2
Alòs, Elisa
2
Ang, James S.
2
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2
Baule, Rainer
2
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2
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2
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Discussion paper / B
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The North American journal of economics and finance : a journal of financial economics studies
1
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Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
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2
Risk management for derivatives in illiquid markets : a simulation study
Frey, Rüdiger
;
Patie, Pierre
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 137-159)
.
2002
Persistent link: https://www.econbiz.de/10001672230
Saved in:
3
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 351-374
Persistent link: https://www.econbiz.de/10001232778
Saved in:
4
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
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