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~person:"Guillaume, Tristan"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Mathematical programming"
~subject:"United States"
~type_genre:"Book section"
~type_genre:"Textbook"
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Behavioural finance
Black-Scholes model
Index futures
Mathematical programming
United States
Black-Scholes-Modell
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Analysis
1
Barrier option
1
Black-Scholes multidimensional equation
1
Boundary crossing probability
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Derivat
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Derivative
1
Dimension
1
Double barrier
1
Experiment
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First passage time probability
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Multiasset option
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Multivariate Analyse
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Multivariate analysis
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Multivariate normal distribution
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Option on the maximum
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Option valuation
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Parabolic
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Guillaume, Tristan
Kolb, Robert W.
5
Hull, John
4
Chance, Don M.
3
Brooks, Robert
2
Carter, Colin Andre
2
Chatterjea, Arkadev
2
Errera, Steven
2
Jarrow, Robert A.
2
Lüscher-Marty, Max
2
Saliba, Anthony J.
2
Thomsett, Michael C.
2
Aksoy, Ümit
1
Alexander, Carol
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Aydoğan, Burcu
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Bamberg, Günter
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Biais, Bruno
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Bittman, James B.
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Bredin, Donal
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Brigo, Damiano
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Clarke, Roger G.
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Cocozza, Rosa
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Corona, Joseph C.
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DeSilva, Harindra
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Del Chicca, Luca
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Dorfleitner, Gregor
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Decision making and risk/return optimization in financial economics
1
Risk management decisions and value under uncertainty
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ECONIS (ZBW)
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Closed form valuation of barrier options with stochastic barriers
Guillaume, Tristan
- In:
Risk management decisions and value under uncertainty
,
(pp. 1021-1050)
.
2022
Persistent link: https://www.econbiz.de/10013342082
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2
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
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