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~subject:"Bubbles"
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Bubbles
option pricing
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Optionspreistheorie
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Option pricing theory
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Volatilität
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Stochastischer Prozess
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Cruz, Aricson
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Dias, José Carlos
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Nunes, Joaõ Pedro Vidal
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Veestraeten, Dirk
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Review of derivatives research
2
Investment management and financial innovations
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ECONIS (ZBW)
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Improving the option pricing performance of GARCH models in inefficient market
Lahouel, Noureddine
;
Hellara, Slaheddine
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 14-25
Persistent link: https://www.econbiz.de/10012303053
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2
A note on options and bubbles under the CEV model : implications for pricing and hedging
Dias, José Carlos
;
Nunes, Joaõ Pedro Vidal
;
Cruz, Aricson
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 249-272
Persistent link: https://www.econbiz.de/10012303226
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3
On the multiplicity of option prices under CEV with positive elasticity of variance
Veestraeten, Dirk
- In:
Review of derivatives research
20
(
2017
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011928028
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