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Search: subject:"Pricing formulae"
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Option pricing theory
9
Optionspreistheorie
9
Black-Scholes model
6
Black-Scholes-Modell
6
CAPM
4
Volatility
4
Volatilität
4
Derivat
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investment opportunity
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uncertainty
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volatility
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Black-Scholes pricing formula
2
Delta-neutral portfolio
2
Experiment
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Moment-adjusted option pricing formula
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Option data
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Pricing formulae
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AT&T
1
American puts option
1
Analytic Pricing Formula
1
Analytic pricing formula
1
Analytical pricing formula
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Barrier option
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Basket CDS
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Platen, Eckhard
2
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2
Xu, Zheng
2
Alfeus, Mesias
1
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1
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1
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Network, All-India Drug Action
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SO, LEH-CHYAN
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1
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1
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1
So, Leh-chyan
1
Sun, Ning
1
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1
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1
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Asia-Pacific Financial Markets
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Physica A: Statistical Mechanics and its Applications
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RePEc
13
ECONIS (ZBW)
10
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1
Analytical
pricing
formulae
for vulnerable vanilla and barrier options
Liu, Liang-Chih
;
Chiu, Chun-Yuan
;
Wang, Chuan-Ju
;
Dai, …
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012796126
Saved in:
2
Baumol's contribution to telecommunications regulation
Beker, Víctor A.
- In:
Research in the history of economic thought and …
40B
(
2022
),
pp. 67-79
Persistent link: https://www.econbiz.de/10014311520
Saved in:
3
Pricing of bond options in India
Chaudhuri, Sunrita
;
Pandey, Alok
- In:
International Journal of Financial Markets and …
8
(
2022
)
4
,
pp. 359-383
Persistent link: https://www.econbiz.de/10014311656
Saved in:
4
Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778197
Saved in:
5
Barrier option pricing formulas of an uncertain stock model
Yao, Kai
;
Qin, Zhongfeng
- In:
Fuzzy optimization and decision making : a journal of …
20
(
2021
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10012487840
Saved in:
6
The performance of skewness and kurtosis adjusted option pricing model in emerging markets : a case of Turkish derivatives market
Alp, Ozge Sezgin
- In:
International journal of finance & banking studies : JJFBS
5
(
2016
)
3
,
pp. 70-84
Persistent link: https://www.econbiz.de/10011448750
Saved in:
7
Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis
So, Leh-chyan
-
Volkswirtschaftliche Fakultät, …
-
2013
This paper derives an adjusted Black-Scholes
pricing
formula
. In separating risk and uncertainty using the robust …
Persistent link: https://www.econbiz.de/10011260880
Saved in:
8
Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
Saved in:
9
Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010489151
Saved in:
10
ARE REAL OPTIONS "REAL"? ISOLATING UNCERTAINTY FROM RISK IN REAL OPTIONS ANALYSIS
SO, LEH-CHYAN
- In:
Annals of Financial Economics (AFE)
09
(
2014
)
01
,
pp. 1450001-1
This paper derives an adjusted Black–Scholes
pricing
formula
. In separating risk and uncertainty using the robust …
Persistent link: https://www.econbiz.de/10010936586
Saved in:
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