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Option pricing theory
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O'Connor, Ian
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Centre of Financial Studies
National Bureau of Economic Research
129
Centre for Analytical Finance <Århus>
33
Institut für Schweizerisches Bankwesen <Zürich>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Ekonomiska forskningsinstitutet <Stockholm>
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Svenska Handelshögskolan <Helsinki>
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Center for Economic Research <Tilburg>
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National Centre of Competence in Research North South <Bern>
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OECD
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Verlag Dr. Kovač
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Arbeitskreis Quantitative Steuerlehre
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Bonn Graduate School of Economics
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Institut for Finansiering <Frederiksberg>
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International Center for Financial Asset Management and Engineering
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Johannes Gutenberg-Universität Mainz
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Judge Institute of Management Studies
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National Centre of Competence in Research - Financial Valuation and Risk Management
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Canterbury / Dept. of Economics and Finance
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Centre for Economic Policy Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of St. Louis
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Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA
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Research paper series / Centre of Financial Studies, Faculty of Economics and Commerce, University of Melbourne
4
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ECONIS (ZBW)
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Replication and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001594742
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2
Generated volatility cones
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596887
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3
Volatility cones in SPI futures
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596888
Saved in:
4
Extensions to the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596890
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