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Option pricing theory
9
Optionspreistheorie
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5
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4
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Berridge, S. J.
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Schumacher, Johannes M.
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Center for Economic Research <Tilburg>
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
103
National Bureau of Economic Research
60
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
25
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Department of Economics and Business, Universitat Pompeu Fabra
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Institut für Schweizerisches Bankwesen <Zürich>
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EconWPA
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Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH)
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Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
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Catholique de Louvain - Institut de statistique
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Facoltà di Economia, Università degli Studi di Urbino
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Svenska Handelshögskolan <Helsinki>
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Istituto di Ricerca sulla Crescita Economica Sostenibile (IRCrES), Consiglio Nazionale delle Ricerche
9
Carnegie Mellon University, Tepper School of Business
7
Economics Department, Massachusetts Institute of Technology (MIT)
6
Johannes Gutenberg-Universität Mainz
6
Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
6
Tilburg University, Center for Economic Research
6
Valtion taloudellinen tutkimuskeskus (VATT), Government of Finland
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
5
Department of Economics, European University Institute
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Deutsche Forschungsgemeinschaft
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4
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4
Institut for Virksomhedsledelse og Økonomi, Syddansk Universitet
4
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Discussion paper / Center for Economic Research, Tilburg University
9
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ECONIS (ZBW)
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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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2
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087
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3
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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4
Investment under uncertainty and policy change
Pawlina, Grzegorz
(
contributor
);
Kort, Peter M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001545479
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5
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
Saved in:
6
Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
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7
Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047
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8
Structural RFV : recovery form and defaultable debt analysis
Guha, Rajiv
(
contributor
);
Sbuelz, Alessandro
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784488
Saved in:
9
Multivariate option pricing using dynamic copula models
Goorbergh, Rob Willem Jean van den
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871136
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