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~person:"Muck, Matthias"
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Muck, Matthias
Fabozzi, Frank J.
75
Hull, John
62
Lien, Da-hsiang Donald
62
McAleer, Michael
57
Broll, Udo
47
Benth, Fred Espen
44
Jarrow, Robert A.
43
Irwin, Scott H.
38
Chang, Chia-Lin
37
Kolb, Robert W.
35
Chance, Don M.
31
Moser, James T.
31
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30
Kit, Pong Wong
29
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27
Madan, Dilip B.
26
Rudolph, Bernd
26
Härdle, Wolfgang
25
Shiller, Robert J.
25
White, Alan
25
Kavussanos, Manolis G.
24
Platen, Eckhard
24
Subrahmanyam, Marti G.
24
Brigo, Damiano
23
Brooks, Robert
23
Carr, Peter
23
Frino, Alex
23
Joshi, Mark S.
23
Sarkar, Asani
23
Webb, Robert I.
23
Choudhry, Moorad
22
Leung, Tim
22
Prokopczuk, Marcel
22
Stulz, René M.
22
Zitzewitz, Eric
22
Bloss, Michael
21
Whaley, Robert E.
21
Acharya, Viral V.
20
Duffie, Darrell
20
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20
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Review of derivatives research
2
Die Betriebswirtschaft : DBW
1
Financial markets and portfolio management
1
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
1
Finanzierung, Investition und Entscheidung : einzelwirtschaftliche Analysen zur Bank- und Finanzwirtschaft ; Prof. Dr. Michael Bitz zum 65. Geburtstag gewidmet ; [Festschrift für Michael Bitz]
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
1
Management von Rohstoffrisiken : Strategien, Märkte und Produkte
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
12
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1
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
2
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
3
The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk
Mahayni, Antje
;
Muck, Matthias
- In:
Review of derivatives research
20
(
2017
)
3
,
pp. 281-308
Persistent link: https://www.econbiz.de/10011936007
Saved in:
4
Spread ladder swaps : an analysis of controversial interest rate derivatives
Muck, Matthias
- In:
Financial markets and portfolio management
26
(
2012
)
2
,
pp. 269-289
Persistent link: https://www.econbiz.de/10009553642
Saved in:
5
Bewertung von Stromderivaten
Marckhoff, Jan
;
Muck, Matthias
- In:
Management von Rohstoffrisiken : Strategien, Märkte …
,
(pp. 297-325)
.
2010
Persistent link: https://www.econbiz.de/10003902602
Saved in:
6
Trading strategies with partial access to the derivatives market
Muck, Matthias
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1288-1298
Persistent link: https://www.econbiz.de/10003978387
Saved in:
7
Die Bewertung von Stromderivaten mit Hilfe von Reduced-Form-Modellen
Marckhoff, Jan
;
Muck, Matthias
- In:
Finanzierung, Investition und Entscheidung : …
,
(pp. 295-320)
.
2008
Persistent link: https://www.econbiz.de/10003691352
Saved in:
8
Pricing turbo certificates in the presence of stochastic jumps, interest rates, and volatility
Muck, Matthias
- In:
Die Betriebswirtschaft : DBW
67
(
2007
)
2
,
pp. 224-240
Persistent link: https://www.econbiz.de/10003436645
Saved in:
9
Where should you buy your options? : the pricing of exchange-traded certificates and OTC derivatives in Germany
Muck, Matthias
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 82-96
Persistent link: https://www.econbiz.de/10003379134
Saved in:
10
Derivatebewertung mit dem LIBOR-Marktmodell
Muck, Matthias
;
Rudolf, Markus
- In:
Kapitalmarkt, Unternehmensfinanzierung und rationale …
,
(pp. 453-472)
.
2006
Persistent link: https://www.econbiz.de/10003236939
Saved in:
1
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