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Option Pricing in an Oligopoli...
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CAPM
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Option pricing theory
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Optionspreistheorie
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Theorie
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40
Stochastischer Prozess
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option pricing
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Elliott, Robert J.
3
Frahm, Gabriel
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Hughston, Lane P.
3
Vives, Josep
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2
Bianchi, Michele Leonardo
2
Errunza, Vihang R.
2
Galagedera, Don U. A.
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Hess, Markus
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Hogan, Kedreth C.
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Jarrow, Robert A.
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Jeanblanc, Monique
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Liu, Rui Hua
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Macrina, Andrea
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Merino, Raúl
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Pallavicini, Andrea
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Pospíšil, Jan
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Rebonato, Riccardo
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Runggaldier, Wolfgang J.
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Siu, Tak Kuen
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Sobotka, Tomáš
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Sottinen, Tommi
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1
Aguilar, Jean-Philippe
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Aistleitner, Christoph
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Allaj, Erindi
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Alòs, Elisa
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Bielecki, Tomasz R.
1
Bojarčenko, Svetlana I.
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1
Bouzianis, George
1
Boyarchenko, Mitya
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International journal of theoretical and applied finance
MPRA Paper
519
NBER working paper series
417
Working paper / National Bureau of Economic Research, Inc.
328
Journal of financial economics
324
Journal of banking & finance
285
NBER Working Paper
275
The journal of finance : the journal of the American Finance Association
251
CEPR Discussion Papers
227
The review of financial studies
221
Working Paper
199
Finance research letters
188
CESifo Working Paper
187
Research paper series / Swiss Finance Institute
187
Journal of economic dynamics & control
177
CESifo working papers
171
Journal of empirical finance
168
Working paper
154
NBER Working Papers
150
CESifo Working Paper Series
140
International review of financial analysis
137
Discussion paper / Tinbergen Institute
131
Journal of financial and quantitative analysis : JFQA
125
Swiss Finance Institute Research Paper
121
Management science : journal of the Institute for Operations Research and the Management Sciences
120
Economics Papers from University Paris Dauphine
114
Tinbergen Institute Discussion Paper
112
Economics letters
111
Finance
106
Pacific-Basin finance journal
105
Discussion paper / Centre for Economic Policy Research
99
Applied economics
98
International review of economics & finance : IREF
98
Review of quantitative finance and accounting
98
Tinbergen Institute Discussion Papers
97
Mathematical finance : an international journal of mathematics, statistics and financial theory
95
Economic modelling
93
The journal of futures markets
92
The North American journal of economics and finance : a journal of financial economics studies
91
SSE/EFI Working Paper Series in Economics and Finance
90
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ECONIS (ZBW)
111
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1
Determination of the Lévy exponent in asset pricing models
Bouzianis, George
;
Hughston, Lane P.
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012012832
Saved in:
2
Option pricing with heavy-tailed distributions of logarithmic returns
Basnarkov, Lasko
;
Stojkoski, Viktor
;
Utkovski, Zoran
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012153313
Saved in:
3
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009562159
Saved in:
4
Option pricing using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
5
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
6
Option pricing based on a log-skew-normal mixture
Jiménez, José Alfredo
;
Arunachalam, V.
;
Serna, G. M.
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011418885
Saved in:
7
Fixing risk neutral risk measures
Stein, Harvey J.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523810
Saved in:
8
Switching to nonaffine stochastic volatility : a closed-form expansion for the inverse gamma model
Langrené, Nicolas
;
Lee, Geoffrey
;
Zhu, Zili
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011525109
Saved in:
9
Efficient pricing and reliable calibration in the Heston model
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-44
Persistent link: https://www.econbiz.de/10009685887
Saved in:
10
A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing
Aistleitner, Christoph
;
Hofer, Markus
;
Tichy, Robert F.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009685903
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