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Option pricing theory
Theorie
6,978
Theory
6,754
Börsenkurs
4,113
Kapitaleinkommen
4,053
Capital income
4,027
Share price
3,980
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2,892
Pricing
2,237
pricing
2,237
Schätzung
2,146
Portfolio-Management
2,126
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2,100
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2,087
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1,834
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1,411
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1,379
Behavioural finance
1,353
Welt
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1,294
Pricing strategy
1,231
Preismanagement
1,219
Optionspreistheorie
1,118
Prognoseverfahren
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Forecasting model
1,084
USA
959
Liquidity
938
Monetary policy
883
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882
Geldpolitik
875
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857
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Cui, Zhenyu
20
Madan, Dilip B.
20
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13
Siddiqi, Hammad
12
Stentoft, Lars
12
Gikhman, Ilya I.
11
Härdle, Wolfgang K.
11
Jacquier, Antoine (Jack)
11
Christoffersen, Peter
10
Feunou, Bruno
10
Härdle, Wolfgang
10
Filipović, Damir
9
Oosterlee, Cornelis W.
9
Wang, King
9
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8
Marabel Romo, Jacinto
8
Bali, Turan G.
7
Ballotta, Laura
7
Kwok, Yue Kuen
7
Leippold, Markus
7
Levendorskii, Sergei
7
Cao, Jie
6
Ewald, Christian-Oliver
6
Fusai, Gianluca
6
Goyal, Amit
6
Grzelak, Lech A.
6
Heston, Steven L.
6
Kyriakou, Ioannis
6
Murray, Scott
6
Poon, Ser-Huang
6
Schoutens, Wim
6
Wystup, Uwe
6
Bakshi, Gurdip
5
Bernard, Carole
5
Christara, Christina
5
Detlefsen, Kai
5
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5
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5
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5
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5
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Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
1
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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European journal of operational research : EJOR
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Working paper series / Centre for Practical Quantitative Finance
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Journal of risk and financial management : JRFM
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SSE EFI working paper series in economics and finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International Journal of Financial Studies : open access journal
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International journal of theoretical and applied finance
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Review of derivatives research
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SAFE working paper
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The journal of futures markets
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
AFA 2012 Chicago Meetings Paper
2
Bank of Italy Temi di Discussione (Working Paper)
2
Bonn Econ Discussion Papers / BGSE
2
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
2
CFS working paper series
2
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2
Center for Research in Economics and Finance (CIEF), Working Papers
2
Cogent economics & finance
2
Computational economics
2
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
1,069
EconStor
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1
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1
A simple model for
pricing
bonds with diverse conditions on embeded options
Mateti, Ravi S.
;
Hegde, Shantaram P.
;
Vasudevan, Gopala
- In:
The international journal of finance
26
(
2014
)
2
,
pp. 143-178
Persistent link: https://www.econbiz.de/10011378568
Saved in:
2
A reduced-form contingent convertible bond model with deterministic conversion intensity
Cheridito, Patrick
;
Xu, Zhikai
- In:
Journal of risk
17
(
2014/15
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011298892
Saved in:
3
Variance swap with mean reversion, multifactor stochastic volatility and jumps
Pun, Chi Seng
;
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
Saved in:
4
New solvable stochastic volatility models for
pricing
volatility derivatives
Itkin, Andrey
- In:
Review of derivatives research
16
(
2013
)
2
,
pp. 111-134
Persistent link: https://www.econbiz.de/10009774404
Saved in:
5
Pricing
contingent convertibles : a general framework for application in practice
Buergi, Markus P. H.
- In:
Financial markets and portfolio management
27
(
2013
)
1
,
pp. 31-63
Persistent link: https://www.econbiz.de/10009720952
Saved in:
6
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
7
Electricity swing option
pricing
by stochastic bilevel optimization : a survey and new approaches
Kovacevic, Raimund
;
Pflug, Georg
- In:
European journal of operational research : EJOR
237
(
2014
)
2
,
pp. 389-403
Persistent link: https://www.econbiz.de/10010380026
Saved in:
8
Negative call prices
Ruf, Johannes
- In:
Annals of finance
9
(
2013
)
4
,
pp. 787-794
Persistent link: https://www.econbiz.de/10010196568
Saved in:
9
The value of corporate voting rights embedded in option prices
Kind, Axel
;
Poltera, Marco
- In:
The journal of corporate finance : contracting, …
22
(
2013
),
pp. 16-34
Persistent link: https://www.econbiz.de/10010126262
Saved in:
10
Pricing
and hedging of inflation-indexed bonds in an affine framework
Eksi, Zehra
;
Filipović, Damir
-
2013
This study deals with the
pricing
and hedging of inflation-indexed bonds. Under foreign exchange analogy we model the …
Persistent link: https://www.econbiz.de/10010257509
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