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Stock price fluctuation as a diffusion in a random enviroment [environment]
Föllmer, Hans
-
1993
Persistent link: https://www.econbiz.de/10000881810
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2
Probabilistic aspects of options
Föllmer, Hans
-
1991
Persistent link: https://www.econbiz.de/10000828639
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3
Hedging of non-redundant contingent claims
Föllmer, Hans
;
Sondermann, Dieter
-
1985
Persistent link: https://www.econbiz.de/10000419745
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4
Hedging of contingent claims under incomplete information
Föllmer, Hans
;
Schweizer, Martin
-
1990
Persistent link: https://www.econbiz.de/10000811991
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5
A microeconomic approach to diffusion models for stock prices
Föllmer, Hans
-
1992
Persistent link: https://www.econbiz.de/10000865671
Saved in:
6
Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372561
Saved in:
7
The limiting extremal behaviour of speculative returns : an analysis of intra-daily data from the Frankfurt Stock Exchange
Lux, Thomas
-
1998
Persistent link: https://www.econbiz.de/10001372568
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8
Volatility clustering in financial markets : a micro-simulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372570
Saved in:
9
A note on the stochastic properties of German stock returns
Lux, Thomas
-
1998
Persistent link: https://www.econbiz.de/10001372601
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10
Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng
;
Lux, Thomas
;
Marchesi, Michele
-
1999
Persistent link: https://www.econbiz.de/10001372680
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