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~institution:"Bonn Graduate School of Economics"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Fengler, Matthias R."
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Fengler, Matthias R.
Dudenhausen, Antje
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Bonn Graduate School of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Correlation risk premia for multi-asset equity options
Fengler, Matthias R.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919088
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2
Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R.
(
contributor
);
Wang, Qihua
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426
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