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~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"Kointegration"
~subject:"Optionspreistheorie"
~subject:"Volatilität"
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Kointegration
Optionspreistheorie
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Option pricing theory
10
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9
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8
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8
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8
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8
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16
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Crouhy, Michel
5
Rockinger, Michael
4
Bensoussan, Alain
3
Chesney, Marc
3
Dumas, Bernard
3
Galai, Dan
3
Solnik, Bruno
3
Jennergren, Lars Peter
2
Näslund, Bertil
2
Boucrelle, Cyril
1
Collin-Dufresne, Pierre
1
Fleming, Jeff
1
Gibson, Rajna
1
Jeanblanc, Monique
1
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1
Le Fur, Yann
1
Lefoll, Jean
1
Longin, François M.
1
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1
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1
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1
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
564
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
81
Institut für Schweizerisches Bankwesen <Zürich>
57
Centre for Analytical Finance <Århus>
42
European University Institute / Department of Economics
38
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
37
Ekonomiska forskningsinstitutet <Stockholm>
24
Svenska Handelshögskolan <Helsinki>
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National Centre of Competence in Research North South <Bern>
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Federal Reserve Bank of St. Louis
15
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13
University of Canterbury / Dept. of Economics and Finance
13
Internationaler Währungsfonds / Research Department
12
Nationalekonomiska Institutionen <Lund>
12
William Davidson Institute <Ann Arbor, Mich.>
11
Centre for Growth and Business Cycle Research <Manchester>
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
10
Federal Reserve Bank of New York
10
Københavns Universitet / Økonomisk Institut
10
Swiss National Centre of Competence in Research North South <Bern>
10
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9
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8
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8
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8
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8
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8
Rodney L. White Center for Financial Research
8
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
8
Verlag Dr. Kovač
8
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7
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7
Instituto Valenciano de Investigaciones Económicas
7
Nuffield College
7
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7
School of Finance and Business Economics <Perth, Western Australia>
7
Springer Fachmedien Wiesbaden
7
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Les cahiers de recherche / HEC Paris
16
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ECONIS (ZBW)
16
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1
Implied
volatility
functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
2
Stochastic equity
volatility
and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000907918
Saved in:
3
Stochastic equity
volatility
and the capital structure of the firm
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909452
Saved in:
4
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
Saved in:
5
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000882093
Saved in:
6
Realignment risk and currency option pricing in target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000881672
Saved in:
7
Predicting premature exercice of an American put on stocks : theory and empirical evidence
Chesney, Marc
;
Lefoll, Jean
-
1996
Persistent link: https://www.econbiz.de/10000952941
Saved in:
8
Brownian excursions and Parisian barrier options
Chesney, Marc
;
Jeanblanc, Monique
;
Yor, Marc
-
1996
Persistent link: https://www.econbiz.de/10000930703
Saved in:
9
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
Saved in:
10
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
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