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~person:"Howison, Sam"
~person:"Kallsen, Jan"
~subject:"Optionsgeschäft"
~subject:"Rohstoffderivat"
~subject:"Volatilität"
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Optionsgeschäft
Rohstoffderivat
Volatilität
Derivat
18
Derivative
18
Optionspreistheorie
16
Option pricing theory
15
Volatility
11
Stochastic process
9
Stochastischer Prozess
9
Hedging
5
Theorie
5
Theory
5
Option trading
3
option pricing
3
Handelsvolumen der Börse
2
Liquidity
2
Liquidität
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Lévy processes
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Option pricing
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Aktienoption
1
Analysis of variance
1
Approximation
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Bank liquidity
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Bankenliquidität
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Bewertung
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Black-Scholes model
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Black-Scholes-Modell
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Counterparty Credit Limits
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Damped Levy-Stable
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Derivat <Wertpapier>
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Dynkin game
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Financial economics
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Financial services
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Howison, Sam
Kallsen, Jan
Hull, John
33
Benth, Fred Espen
17
McAleer, Michael
15
Irwin, Scott H.
13
Wang, Xingchun
13
Gannon, Gerard L.
12
Prokopczuk, Marcel
12
Cui, Zhenyu
11
Escobar, Marcos
10
García, Philip
10
Korn, Olaf
10
Madan, Dilip B.
10
Till, Hilary
10
Chang, Chia-Lin
9
Fouque, Jean-Pierre
9
Jarrow, Robert A.
9
Lien, Da-hsiang Donald
9
Schlögl, Erik
9
Skiadopoulos, George
9
Zheng, Wendong
9
Carr, Peter
8
Cheng, Benjamin
8
Chiarella, Carl
8
Jackwerth, Jens Carsten
8
Kōnstantinidēs, Giōrgos
8
Packham, Natalie
8
Perrakis, Stylianos
8
Ryu, Doojin
8
Zhang, Jin E.
8
Alexander, Carol
7
Brooks, Robert
7
Cotter, John
7
Czerwonko, Michal
7
Floros, Christos
7
Kolb, Robert W.
7
Kräussl, Roman
7
Kwok, Yue-Kuen
7
Nikitopoulos, Christina Sklibosios
7
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Mathematical finance
5
Applied mathematical finance
2
Finance and stochastics
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Handbook of financial time series
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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1
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
Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
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3
Hedging in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
Saved in:
4
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
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5
Matched asymptotic expansions in financial engineering
Howison, Sam
-
2005
Persistent link: https://www.econbiz.de/10009581648
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6
Pricing options on variance in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Voß, Moritz
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 627-641
Persistent link: https://www.econbiz.de/10009311683
Saved in:
7
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
-
2003
Persistent link: https://www.econbiz.de/10009581653
Saved in:
8
Using options on Greeks as liquidity protection
Bakstein, David
;
Howison, Sam
-
2003
Persistent link: https://www.econbiz.de/10009581656
Saved in:
9
A note on the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, A.
;
Rasmussen, H. O.
-
2001
Persistent link: https://www.econbiz.de/10009581664
Saved in:
10
Option pricing
Kallsen, Jan
- In:
Handbook of financial time series
,
(pp. 599-613)
.
2009
Persistent link: https://www.econbiz.de/10003834189
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