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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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Option pricing and market effi...
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Option pricing theory
5
Optionspreistheorie
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Efficient market hypothesis
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Least squares method
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Alòs, Elisa
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
National Bureau of Economic Research
154
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Centre for Analytical Finance <Århus>
24
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Center for Economic Research <Tilburg>
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7
Springer Fachmedien Wiesbaden
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DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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International Energy Agency
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Federal Reserve System / Board of Governors
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International Center for Financial Asset Management and Engineering
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Advanced Research Workshop on a Reappraisal of the Efficiency of Financial Markets <1988, Sesimbra>
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Associazione Operatori Bancari in Titoli
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Bankwirtschaftliches Kolloquium <1989, Frankfurt, Main>
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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Giffen goods and market making
Cespa, Giovanni
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contributor
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002050393
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2
A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
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3
A general decomposition formula for derivative prices in stochastic volatility models
Alòs, Elisa
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747474
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4
Malliavin calculus in finance
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
Saved in:
5
Australian Asian options
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055053
Saved in:
6
On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
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