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~subject:"Robustes Verfahren"
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Robustes Verfahren
Option pricing theory
7
Optionspreistheorie
7
Robust statistics
5
Hedging
4
Martingal
4
Martingale
4
Martingale optimal transport
4
Robust pricing
4
Robust pricing and hedging
4
robust pricing
4
Mathematical programming
3
Mathematische Optimierung
3
Preismanagement
3
Pricing strategy
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Börsenkurs
2
Markov chain
2
Markov-Kette
2
Model-independent arbitrage
2
Portfolio selection
2
Portfolio-Management
2
Pricing-hedging duality
2
Share price
2
Superhedging
2
pricing
2
quadratic variation
2
value of data
2
Algorithm
1
Algorithmus
1
Ambiguity
1
CAPM
1
Correlation
1
Decision under uncertainty
1
Derivat
1
Derivative
1
Double no-touch option
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English
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Obłój, Jan
2
Allouah, Amine
1
Bahamou, Achraf
1
Besbes, Omar
1
Carr, Peter
1
Hou, Zhaoxu
1
Lee, Roger
1
Lorig, Matthew
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Sester, Julian
1
Wiesel, Johannes
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Finance and stochastics
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Applied mathematical finance
1
International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
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A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
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2
Optimal pricing with a single point
Allouah, Amine
;
Bahamou, Achraf
;
Besbes, Omar
- In:
Management science : journal of the Institute for …
69
(
2023
)
10
,
pp. 5866-5882
Persistent link: https://www.econbiz.de/10014393036
Saved in:
3
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
4
Robust bounds for derivative prices in markovian models
Sester, Julian
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012271014
Saved in:
5
Robust
pricing
-hedging dualities in continuous time
Hou, Zhaoxu
;
Obłój, Jan
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 511-567
Persistent link: https://www.econbiz.de/10011945812
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