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~subject:"Mathematical programming"
~type_genre:"Aufsatz im Buch"
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Mathematical programming
Option trading
145
Optionsgeschäft
145
Option pricing theory
79
Optionspreistheorie
79
Theorie
41
Theory
41
Derivat
25
Derivative
25
Hedging
20
USA
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United States
20
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17
Volatilität
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Black-Scholes-Modell
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Stochastischer Prozess
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Portfolio-Management
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Advances in financial risk management : corporates, intermediaries and portfolios
1
Computational methods in decision-making, economics and finance
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Including special section: applications of operations research in educational measurement in memory of Ronald D. Armstrong ; (1945 - 2011)
1
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ECONIS (ZBW)
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Optimal adaptive sequential calibration of option models
Lindström, Erik
;
Åkerlindh, Carl
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 165-181)
.
2018
Persistent link: https://www.econbiz.de/10011898632
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2
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
Yin, Libo
;
Han, Liyan
- In:
Including special section: applications of operations …
,
(pp. 557-576)
.
2013
Persistent link: https://www.econbiz.de/10009792017
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3
An optimal timing approach to option portfolio risk management
Leung, Tim
;
Liu, Peng
- In:
Advances in financial risk management : corporates, …
,
(pp. 391-404)
.
2013
Persistent link: https://www.econbiz.de/10010213038
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4
Pricing American put options by fast solutions of the linear complementarity problem
Borici, Artan
;
Lüthi, Hans-Jakob
- In:
Computational methods in decision-making, economics and …
,
(pp. 325-338)
.
2010
Persistent link: https://www.econbiz.de/10009153077
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