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~person:"Garcia, René"
~subject:"Optionspreistheorie"
~subject:"Price discrimination"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz im Buch"
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Optionspreistheorie
Price discrimination
Theorie
5
Theory
5
Option pricing theory
4
Black-Scholes model
3
Black-Scholes-Modell
3
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Börsenkurs
1
CAPM
1
Factor analysis
1
Faktorenanalyse
1
Heteroscedasticity
1
Heteroskedastizität
1
Markov chain
1
Markov-Kette
1
Measurement
1
Messung
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Share price
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Amtsdruckschrift
Aufsatz im Buch
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6
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6
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6
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4
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Garcia, René
Fabozzi, Frank J.
12
Renault, Eric
7
Touzi, Nizar
5
Bellalah, Mondher
4
Chiarella, Carl
4
El Karoui, Nicole
4
Elliott, Robert J.
4
Fusai, Gianluca
4
Keber, Christian
4
Knieps, Günter
4
Merton, Robert C.
4
Prigent, Jean-Luc
4
Samuelson, Paul Anthony
4
Scaillet, Olivier
4
Tankov, Peter
4
Bouchard, Bruno
3
Eberlein, Ernst
3
Engström, Malin
3
Friberg, Richard
3
Gray, Dale
3
Huchzermeier, Arnd
3
Kallsen, Jan
3
Kalotay, Andrew J.
3
Kanne, Stefan
3
Karmann, Alexander
3
Levin, Alexander
3
MacKenzie, Donald A.
3
Meyer, Gunter H.
3
Mordecki, Ernesto
3
Moreno, Manuel
3
Račev, Svetlozar T.
3
Renault, Olivier
3
Roth, Stefan
3
Rudolf, Markus
3
Skiadopoulos, George
3
Skiera, Bernd
3
Ziogas, Andrew
3
Albers, Sönke
2
Bamberg, Günter
2
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Tools and techniques
1
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ECONIS (ZBW)
4
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1
The econometrics of option
pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
2
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
3
Empirical assessment of an intertemporal option
pricing
model with latent variables
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549287
Saved in:
4
Risk aversion, intertemporal substitution, and option
pricing
Garcia, René
;
Renault, Eric
-
1998
Persistent link: https://www.econbiz.de/10000984192
Saved in:
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