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Option pricing theory
CAPM
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5,058
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Jacobs, Kris
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Lo, Andrew W.
9
Elliott, Robert J.
8
Escobar, Marcos
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Feunou, Bruno
8
Macrina, Andrea
8
Bayraktar, Erhan
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Duffie, Darrell
6
Engle, Robert F.
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Lee, John C.
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Asea, Patrick K.
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Barone-Adesi, Giovanni
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Belomestny, Denis
5
Carr, Peter
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Chesney, Marc
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Crosby, John
5
Jackwerth, Jens Carsten
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Jeanblanc, Monique
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Ncube, Mthuli
5
Račev, Svetlozar T.
5
Rosenberg, Joshua V.
5
Schlag, Christian
5
Singleton, Kenneth J.
5
Stentoft, Lars
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Badescu, Alexandru
4
Barndorff-Nielsen, Ole E.
4
Bellalah, Mondher
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Brody, Dorje C.
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Christoffersen, Peter F.
4
Collin-Dufresne, Pierre
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Du, Du
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Filipović, Damir
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Foresi, Silverio
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Ho, Thomas S. Y.
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National Bureau of Economic Research
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
American Finance Association
1
Bank of Canada
1
Cambridge University Press
1
Center for Economic Research <Minneapolis, Minn.>
1
Centre for Analytical Finance <Århus>
1
Committee on Finance, United States Senate
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Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve System / Board of Governors
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Springer Fachmedien Wiesbaden
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1
Workshop on Mathematical Finance <2000, Konstanz>
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International journal of theoretical and applied finance
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Finance and stochastics
18
Journal of mathematical finance
16
Applied mathematical finance
14
Quantitative finance
14
Journal of economic dynamics & control
13
NBER working paper series
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Journal of banking & finance
12
Journal of financial economics
11
The journal of finance : the journal of the American Finance Association
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Annals of finance
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International journal of financial engineering
10
Research paper series / Swiss Finance Institute
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The European journal of finance
10
Finance research letters
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Review of derivatives research
9
Working paper / National Bureau of Economic Research, Inc.
9
Risks : open access journal
8
Asia-Pacific financial markets
7
Mathematics and financial economics
7
NBER Working Paper
7
Review of quantitative finance and accounting
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
European journal of operational research : EJOR
6
Journal of risk and financial management : JRFM
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Staff working paper / Bank of Canada
6
The journal of futures markets
6
Discussion paper / B
5
Economics letters
5
Insurance / Mathematics & economics
5
SFB 649 discussion paper
5
wi - Wirtschaft
5
Always learning
4
Applied economics
4
Chapman & Hall/CRC financial mathematics series
4
Computational economics
4
Europäische Hochschulschriften / 5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Applied mathematical finance
Abingdon : Routledge, Taylor & Francis Group
;
-1997: …
;
…
-
1.1994 -
Persistent link: https://www.econbiz.de/10000547907
Saved in:
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
Malden, Mass. [u.a] : Wiley-Blackwell
;
1991-2007: …
-
1.1991 -
Persistent link: https://www.econbiz.de/10000497062
Saved in:
3
Advances in futures and options research : a research annual
Stamford, Conn. : JAI Press
;
1987-1998: Greenwich, …
-
2.1987 - 3.1988; 4.1990 -
Persistent link: https://www.econbiz.de/10000501985
Saved in:
4
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
Saved in:
5
An evaluation of UK investment trusts as contingent claims : a theoretical investigation
Emerson, Rebecca
-
1994
Persistent link: https://www.econbiz.de/10000147733
Saved in:
6
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
7
Hedging of non-redundant contingent claims
Föllmer, Hans
;
Sondermann, Dieter
-
1985
Persistent link: https://www.econbiz.de/10000419745
Saved in:
8
Bewertung von Optionen auf Zinskontrakte
Madjlessi, Foruhar
-
1992
Persistent link: https://www.econbiz.de/10000347029
Saved in:
9
Options, futures, and other derivative securities
Hull, John
-
1989
Persistent link: https://www.econbiz.de/10000083643
Saved in:
10
Introduzione alle valutazione delle attività rischiose
Alesii, Giuseppe
-
1997
Persistent link: https://www.econbiz.de/10000168013
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