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~source:"econis"
~subject:"ARCH model"
~subject:"Option pricing theory"
~type_genre:"Hochschulschrift"
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ARCH model
Option pricing theory
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344
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208
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ECONIS (ZBW)
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Impact and hedging attribute of gold in the international financial market : with latest empirical approach and data
Qian, Xinyi
-
2021
Persistent link: https://www.econbiz.de/10012807960
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2
Understanding asset price dynamics in the presence of option hedging, circuit breakers and cash flow growth
Ulmann, Florian Michael Till
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2021
Persistent link: https://www.econbiz.de/10014232908
Saved in:
3
Risk management of variable annuities
Ruez, Frederik
-
2017
Persistent link: https://www.econbiz.de/10012659889
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4
Essays on derivatives pricing in incomplete markets
Gerer, Johannes
-
2016
Persistent link: https://www.econbiz.de/10012128861
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5
Essays in financial risk management and derivative pricing
Herbener, Michael
-
2016
Persistent link: https://www.econbiz.de/10012309291
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6
Hedging in nonlinear models of illiquid financial markets
Sah, Nadim
-
2014
Persistent link: https://www.econbiz.de/10010532759
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7
Essays in empirical option pricing and risk management
Bauer, Janis
-
2018
Persistent link: https://www.econbiz.de/10011912047
Saved in:
8
Hedging frictions and option values
Kanne, Stefan
-
2018
Persistent link: https://www.econbiz.de/10011936099
Saved in:
9
Pricing and hedging under high-dimensional jump-diffusion models using partial differential equations
Hepperger, Peter Thomas
-
2011
Persistent link: https://www.econbiz.de/10009375794
Saved in:
10
Correlation in energy markets
Lange, Nina
-
2016
-
1st edition
Persistent link: https://www.econbiz.de/10011823798
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