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~source:"econis"
~subject:"EU-Staaten"
~subject:"Price competition"
~subject:"Volatilität"
~type_genre:"Advisory report"
~type_genre:"Book section"
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
12
Pricing decisions in the euro area : how firms set prices and why
6
Europäisierte Regulierungsstrukturen und -netzwerke : Basis einer künftigen Infrastrukturvorsorge ; [... im Mai 2011 eine Konferenz zum Thema "Europäisierte Regulierungsstrukturen als Basis einer künftigen Infrastrukturvorsorge"]
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Financial engineering
4
Future directions in postal reform
4
Competition and market structure : theory and evidence on the effects of restrictive practices legislation in the UK 1954 - 1977
3
Markenführung im Billigzeitalter : Wertevernichtung - Spirale ohne Ende
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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Road congestion pricing in Europe : implications for the United States
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Application of operations research to financial markets
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Changing market structure and implications for monetary policy : a symposium sponsored by The Federal Reserve Bank of Kansas City, Jackson Hole, Wyo., Aug. 23-25, 2018
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Current topics in quantitative finance : with 23 tables
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Der unvollendete Binnenmarkt
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Dynamic competitive analysis in marketing : proceedings of the International Workshop on Dynamic Competitive Analysis in Marketing, Montréal, Canada, September 1 - 2, 1995
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Essays in systematic asset pricing
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Forecasting volatility in the financial markets
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Handbook of financial time series
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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Handbook of the equity risk premium
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Hauptgutachten der Monopolkommission
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How effective is the invisible hand? : agricultural and food markets in Central and Eastern Europe ; [IAMO Forum 2005]
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Market structure and competition policy : game-theoretic approaches
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Microsoft on trial : legal and economic analysis of a transatlantic antitrust case
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Network connectivity, systematic and systemic risk
2
Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999
2
Optimising strategies in the air transport business : survival of the fittest?
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Organizing the new industrial economy
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Recent developments in antitrust : theory and evidence
2
Regulatorische Risiken : das Ergebnis staatlicher Anmaßung oder ökonomisch notwendiger Intervention? ; gemeinsame Konferenz des IWH und der HHL
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Regulatory reform of railways in Russia
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Retailing in the 21st century : current and future trends
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Risk management and value : valuation and asset price
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ECONIS (ZBW)
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1
Probability-free models in option
pricing
: statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
2
A general theory of option
pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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3
Leveraged ETPs across asset classes
Tosi, Adriano
- In:
Essays in systematic asset pricing
,
(pp. 149-194)
.
2019
Persistent link: https://www.econbiz.de/10012103532
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4
Generic competition and price regulation in pharmaceuticals : evidence from the European Union
Tuncay, Berna
- In:
Dynamic optics in economics : quantitative, …
,
(pp. 221-240)
.
2020
Persistent link: https://www.econbiz.de/10013040759
Saved in:
5
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
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6
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
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7
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
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8
Inflation co-movement across countries in multi-maturity term structure: an arbitrage-free approach
Chen, Shi
- In:
Econometric measures of financial risk in high dimensions
,
(pp. 63-89)
.
2017
Persistent link: https://www.econbiz.de/10011913346
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9
Climate transition : implications for fiscal policies
Forni, Lorenzo
- In:
Fiscal policy in a turbulent era : tectonic shifts
,
(pp. 199-208)
.
2024
Persistent link: https://www.econbiz.de/10014580234
Saved in:
10
The impact of network connectivity on factor exposures, asset
pricing
and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
Network connectivity, systematic and systemic risk
,
(pp. 9-51)
.
2018
Persistent link: https://www.econbiz.de/10012305837
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