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Option pricing theory
Optionspreistheorie
6
Theorie
4
Theory
4
Hedging
2
Austria
1
Bankenaufsicht
1
Bankgeschäft
1
Banking services
1
Banking supervision
1
Bates model
1
Börsenkurs
1
Consistency and asymptotic normality
1
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1
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1
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1
Eigenkapital
1
Entropie
1
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1
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1
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Finanzierungstheorie
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1
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Lévy processes
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Martingal
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Martingale
1
Martingale estimating functions
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Martingale measures
1
Minimal entropy
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Operational risk
1
Operationelles Risiko
1
Option trading
1
Optionsgeschäft
1
Optionsschein
1
Quadratic hedging
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Hubalek, Friedrich
5
Schachermayer, Walter
2
Sgarra, Carlo
2
Kallsen, Jan
1
Krawczyk, Leszek
1
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International journal of theoretical and applied finance
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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Quadratic hedging for the Bates model
Hubalek, Friedrich
;
Sgarra, Carlo
- In:
International journal of theoretical and applied finance
10
(
2007
)
5
,
pp. 873-885
Persistent link: https://www.econbiz.de/10003564682
Saved in:
2
Esscher transforms and the minimal entropy matingale measure for exponential Lévy models
Hubalek, Friedrich
(
contributor
);
Sgarra, Carlo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003221218
Saved in:
3
Variance-optimal heding for processes with stationary independent increments
Hubalek, Friedrich
;
Kallsen, Jan
;
Krawczyk, Leszek
-
2005
Persistent link: https://www.econbiz.de/10002830696
Saved in:
4
The limitations of no-arbitrage arguments for real options
Hubalek, Friedrich
;
Schachermayer, Walter
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 361-373
Persistent link: https://www.econbiz.de/10001578753
Saved in:
5
When does convergence of asset price processes imply convergence of option prices?
Hubalek, Friedrich
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 385-403
Persistent link: https://www.econbiz.de/10001252755
Saved in:
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