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~subject:"Option pricing theory"
~subject:"Transfer pricing"
~type_genre:"Arbeitspapier"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Sammelwerk"
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Option pricing theory
Transfer pricing
Theorie
6,836
Theory
6,835
Pricing strategy
3,309
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3,308
CAPM
3,059
Optionspreistheorie
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1,435
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947
Price discrimination
945
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883
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776
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742
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669
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667
Consumer behaviour
635
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635
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628
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628
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Härdle, Wolfgang
36
Schjelderup, Guttorm
29
Joshi, Mark S.
23
Chiarella, Carl
21
Nielsen, Søren Bo
18
Raimondos-Møller, Pascalis
17
Christoffersen, Peter F.
16
Barone-Adesi, Giovanni
15
Davies, Ronald B.
14
Filipović, Damir
14
Scaillet, Olivier
14
Stentoft, Lars
14
Wystup, Uwe
14
Alòs, Elisa
13
Chesney, Marc
13
Jacobs, Kris
13
Vorst, Ton
13
Howison, Sam
12
Kohlmann, Michael
12
Rosenberg, Joshua V.
12
Takahashi, Akihiko
12
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11
Korn, Olaf
11
Martin, Gael M.
11
Platen, Eckhard
11
Schindler, Dirk
11
Schlögl, Erik
11
Schoenmakers, John
11
Schöbel, Rainer
11
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10
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10
Dumas, Bernard
10
Fengler, Matthias R.
10
Leippold, Markus
10
Prokopczuk, Marcel
10
Renault, Eric
10
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10
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9
Engle, Robert F.
9
Galai, Dan
9
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Centre for Analytical Finance <Århus>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Center for Economic Research <Tilburg>
11
Chambre de commerce et d'industrie de Paris
10
Svenska Handelshögskolan <Helsinki>
10
Ekonomiska forskningsinstitutet <Stockholm>
7
National Bureau of Economic Research
7
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6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
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4
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Internationale Vereinigung für Steuerrecht
4
Universität Hamburg / Institut für Ausländisches und Internationales Finanz- und Steuerwesen
4
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3
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3
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2
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2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
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2
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2
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2
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2
Judge Institute of Management Studies
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OECD
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Associazione Operatori Bancari in Titoli
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1
Bank of Canada
1
Bank of England / Monetary Analysis Division
1
Business Law Education Centre <South Melbourne, Victoria>
1
Center for Economic Research <Minneapolis, Minn.>
1
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Research paper series / Swiss Finance Institute
87
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Working paper / National Bureau of Economic Research, Inc.
56
SFB 649 discussion paper
53
Working paper
52
CESifo working papers
46
Swiss Finance Institute Research Paper
42
Discussion paper / Tinbergen Institute
40
Discussion paper / Centre for Economic Policy Research
33
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
30
CREATES research paper
28
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Mathematical finance
25
Working paper series
23
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
21
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20
Discussion paper / Center for Economic Research, Tilburg University
19
Finance and economics discussion series
19
IMF working papers
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Discussion papers of interdisciplinary research project 373
18
Les cahiers de recherche / HEC Paris
18
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17
Discussion paper / Department of Business and Management Science
16
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16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Hefte zur internationalen Besteuerung
14
IMF working paper
14
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
14
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
14
CoFE discussion papers
13
Discussion paper / ICMA Centre, Henley Business School, University of Reading
13
Tübinger Diskussionsbeitrag
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
Working papers on finance
13
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
12
Meddelanden från Svenska Handelshögskolan
12
Discussion papers / CEPR
11
Bonn Econ Discussion Papers / BGSE
10
CORE discussion paper : DP
10
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ECONIS (ZBW)
2,131
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1
Robert C. Merton : The Palgrave Companion to MIT Economics
Bodie, Zvi
;
Lo, Andrew W.
-
2023
portfolio selection, capital asset
pricing
,
pricing
of derivative securities, credit risk, loan guarantees, financial innovation …
Persistent link: https://www.econbiz.de/10014348991
Saved in:
2
The
pricing
kernel in options
Heston, Steven L.
;
Jacobs, Kris
;
Kim, Hyung Joo
-
2023
Persistent link: https://www.econbiz.de/10014385050
Saved in:
3
A multi-agent incomplete equilibrium model and its applications to reinsurance
pricing
and life-cycle investment
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2023
Persistent link: https://www.econbiz.de/10014228004
Saved in:
4
Covariance dependent kernels, a Q-affine GARCH for multi-asset option
pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
5
Scheduling processes and inference of scheduled events from price data
Leippold, Markus
;
Svaton, Michal
-
2024
Persistent link: https://www.econbiz.de/10014486795
Saved in:
6
The cumulant risk premium
Kyle, Albert S.
;
Todorov, Karamfil
-
2023
Persistent link: https://www.econbiz.de/10014414346
Saved in:
7
A joint factor model for bonds, stocks, and options
Bali, Turan G.
;
Beckmeyer, Heiner
;
Goyal, Amit
-
2023
-
This version: November 8, 2023
Persistent link: https://www.econbiz.de/10014483091
Saved in:
8
Saddlepoint approximations for credit portfolio distributions with applications in equity risk management
Herbertsson, Alexander
-
2023
Persistent link: https://www.econbiz.de/10014518798
Saved in:
9
Option characteristics as cross-sectional predictors
Neuhierl, Andreas
;
Tang, Xiaoxiao
;
Varneskov, Rasmus …
-
2022
We provide the first comprehensive analysis of option information for
pricing
the cross-section of stock returns by …
Persistent link: https://www.econbiz.de/10013279457
Saved in:
10
A multi-agent incomplete equilibrium model and its applications to reinsurance
pricing
and life-cycle investment
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2022
-
Revised in January 2023
Persistent link: https://www.econbiz.de/10014286643
Saved in:
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