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~isPartOf:"Discussion paper / A"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Economic modelling"
~person:"Broll, Udo"
~person:"Härdle, Wolfgang"
~subject:"Option pricing theory"
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Discussion paper / A
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economic modelling
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The analysis of implied volatilites
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Schmidt, Peter
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2001
Persistent link: https://www.econbiz.de/10001631320
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Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang
;
Schmidt, Peter
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2000
Persistent link: https://www.econbiz.de/10001555314
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3
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap
Härdle, Wolfgang
;
Yatchew, Adonis John
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2002
Persistent link: https://www.econbiz.de/10001668612
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4
How precise are price distributions predicted by implied binomial trees?
Härdle, Wolfgang
;
Zheng, Jun
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2002
Persistent link: https://www.econbiz.de/10001653655
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