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~subject:"Option pricing theory"
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Option pricing theory
Theorie
36
Theory
36
Portfolio selection
21
Portfolio-Management
21
Schweiz
18
Switzerland
18
Optionspreistheorie
17
Börsenkurs
14
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14
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13
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7
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7
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United States
7
Black-Scholes model
6
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6
Institutioneller Investor
6
Market integration
6
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6
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1
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Book / Working Paper
13
Article
4
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Arbeitspapier
9
Working Paper
9
Graue Literatur
7
Non-commercial literature
7
Article in journal
5
Aufsatz in Zeitschrift
5
Systematic review
2
Übersichtsarbeit
2
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1
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1
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Language
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English
15
French
2
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Gibson, Rajna
13
Chesney, Marc
9
Bruand, Martin
3
Adjaoute, Kpate
2
Elliott, Robert J.
2
Lhabitant, François-Serge
2
Talay, Denis
2
Botteron, Pascal
1
Hoesli, Martin
1
Shan, Jiajun
1
Tuchschmid, Nils S.
1
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Chambre de commerce et d'industrie de Paris
1
École des Hautes Études Commerciales <Lausanne>
1
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Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
6
Les cahiers de recherche / HEC Paris
3
Advances in futures and options research : a research annual
1
Cahier / Institut de Gestion Bancaire et Financière, Ecole des Hautes Etudes Commerciales, Université de Lausanne
1
Finanzmarkt und Portfolio-Management
1
Foundations and trends in finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Programme postgrade en banque et finance : mémoire de diplôme
1
Research paper series / Swiss Finance Institute
1
The European journal of finance
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ECONIS (ZBW)
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1
Options, futures and stock market interactions : empirical evidence from the Swiss stock market
Bruand, Martin
;
Gibson, Rajna
-
1996
Persistent link: https://www.econbiz.de/10000954650
Saved in:
2
The jump-diffusion process in Swiss stock returns and its influence on option valuation
Bruand, Martin
- In:
Finanzmarkt und Portfolio-Management
10
(
1996
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10001221522
Saved in:
3
Le processus mixte appliqué à l'évolution du prix des actions suisses et son influence sur le prix des options
Bruand, Martin
-
1994
Persistent link: https://www.econbiz.de/10000905518
Saved in:
4
Stochastic interest rates and the pricing of European currency options
Adjaoute, Kpate
-
1997
Persistent link: https://www.econbiz.de/10000982372
Saved in:
5
La théorie des options réelles : un exemple d'application au cas de l'immobilier
Adjaoute, Kpate
;
Tuchschmid, Nils S.
-
1998
Persistent link: https://www.econbiz.de/10001523965
Saved in:
6
State space symmetry and two factor option pricing models
Chesney, Marc
;
Gibson, Rajna
-
1994
-
2. rev. Oct. 1993
Persistent link: https://www.econbiz.de/10000890491
Saved in:
7
Analytical solutions to the pricing of American bond and yield options
Chesney, Marc
;
Elliott, Robert J.
;
Gibson, Rajna
-
1991
-
Rev. version
Persistent link: https://www.econbiz.de/10000817550
Saved in:
8
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
Saved in:
9
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
2010
Persistent link: https://www.econbiz.de/10008904346
Saved in:
10
State space symmetry and two-factor option pricing models
Chesney, Marc
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 85-112
Persistent link: https://www.econbiz.de/10001211306
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