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~subject:"Derivat"
~subject:"Stochastic process"
~type_genre:"Book section"
~type_genre:"Fallstudie"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Optionspreismodell"
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Derivat
Stochastic process
Option pricing theory
663
Optionspreistheorie
663
Theorie
285
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285
Volatility
107
Volatilität
107
Stochastischer Prozess
105
Optionsgeschäft
102
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101
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93
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57
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57
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55
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52
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Lee, Cheng F.
8
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4
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3
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3
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3
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3
AĂŻt-Sahalia, Yacine
2
Bellalah, Mondher
2
Brigo, Damiano
2
Bueno-Guerrero, Alberto
2
Chang, Jow-Ran
2
Chiarella, Carl
2
Dunis, Christian
2
Elliott, Robert J.
2
Glau, Kathrin
2
Grbac, Zorana
2
Guillaume, Tristan
2
Hansen, Lars Peter
2
Hoek, John van der
2
Kallsen, Jan
2
Kang, Boda
2
Kōnstantinidēs, Giōrgos
2
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2
Madan, Dilip B.
2
Meyer, Gunter H.
2
Moreno, Manuel
2
Navas, Javier F.
2
Papapantoleon, Antonis
2
Skiadopoulos, George
2
Valkeila, Esko
2
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2
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1
Aase, Knut K.
1
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1
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1
Aldabe, F.
1
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1
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1
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
8
Advanced mathematical methods for finance
6
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
5
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
4
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
4
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
3
Financial engineering
3
Handbook of financial time series
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
3
Mathematical modeling and numerical methods in finance : special volume
3
Numerical methods in finance
3
Valuation, financial modeling, and quantitative tools
3
Analytical models for financial modeling and risk management
2
Application of operations research to financial markets
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Financial derivatives : pricing and risk management
2
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
2
Frontiers in quantitative finance : volatility and credit risk modeling
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Handbooks in finance
2
Mathematical control theory and finance
2
New methods in fixed income modeling : fixed income modeling
2
Numerical methods in finance : Bordeaux, June 2010
2
Options : classic approaches to pricing and modelling
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
Risk management decisions and value under uncertainty
2
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
2
The European journal of finance
2
The Oxford handbook of credit derivatives
2
Trends in mathematical economics : dialogues between Southern Europe and Latin America
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in risk management
1
Advances of OR in commodities and financial modeling
1
Applications
1
Applied operations research and financial modelling in energy : practical applications and implications
1
Applied quantitative finance
1
Aspekte der schweizerischen Wirtschaftspolitik : Festschrift fĂĽr Franz Jaeger
1
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ECONIS (ZBW)
181
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1
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
2
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015045614
Saved in:
3
A comparative static analysis approach to derive Greek letters : theory and applications
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046857
Saved in:
4
Volatility risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
Saved in:
5
Alternative methods for determining option bounds : a review and comparison
Lee, Cheng F.
;
Zhong, Zhaodong
;
Tai, Tzu
;
Chuang, Hongwei
-
2024
Persistent link: https://www.econbiz.de/10015046626
Saved in:
6
Estimating binomial and Black & Scholes option pricing models : Excel, R Language, and SAS program approach
Kao, Lie Jane
;
Lee, John
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047563
Saved in:
7
Decision tree and Microsoft Excel approach for option pricing model
Chang, Jow-Ran
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015047742
Saved in:
8
Constant elasticity of variance option pricing model : integration and detailed derivation
Hsu, Y. L.
;
Lin, T. L.
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050148
Saved in:
9
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-Hsing
-
2024
Persistent link: https://www.econbiz.de/10015049981
Saved in:
10
Synthetic options, portfolio insurance, and contingent immunization
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050000
Saved in:
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