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~person:"Kim, In-joon"
~person:"Sandmann, Klaus"
~subject:"Derivat"
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Search: subject:"Capital-Asset-Pricing-Modell"
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Derivat
CAPM
19
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16
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16
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10
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10
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7
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7
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7
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2
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2
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2
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Probability theory
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Risk-neutral pricing
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Kim, In-joon
Sandmann, Klaus
Hull, John
28
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14
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11
Bodie, Zvi
8
Boyle, Phelim P.
6
Fabozzi, Frank J.
6
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6
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6
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6
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5
Madan, Dilip B.
5
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5
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4
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4
Jackwerth, Jens Carsten
4
Lee, Cheng F.
4
Lioui, Abraham
4
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4
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4
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4
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4
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3
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3
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3
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Deutsche Forschungsgemeinschaft
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion paper / B
4
Review of quantitative finance and accounting
1
The journal of futures markets
1
The review of financial studies
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ECONIS (ZBW)
7
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1
European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10000886167
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2
Analytic approximation of the optimal exercise boundaries for American futures options
Kim, In-joon
- In:
The journal of futures markets
14
(
1994
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001169810
Saved in:
3
The direct approach to debt option pricing
Rady, Sven
;
Sandmann, Klaus
-
1993
-
Rev. vers
Persistent link: https://www.econbiz.de/10000865669
Saved in:
4
Down-and-out Call : Bewertungstheorie, numerische Verfahren und Simulationsstudie
Reimer, Matthias
-
1993
Persistent link: https://www.econbiz.de/10000374349
Saved in:
5
Option pricing : a general equilibrium approach
Kim, In-joon
- In:
Review of quantitative finance and accounting
2
(
1992
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10001123565
Saved in:
6
The analytic valuation of American options
Kim, In-joon
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 547-572
Persistent link: https://www.econbiz.de/10001105891
Saved in:
7
The pricing of options with an uncertain interest rate : a discrete time approach
Sandmann, Klaus
-
1989
Persistent link: https://www.econbiz.de/10013276566
Saved in:
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