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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
66
Theory
66
Portfolio selection
42
Portfolio-Management
42
CAPM
21
Hedging
15
Agency theory
14
Prinzipal-Agent-Theorie
14
Capital income
12
Kapitaleinkommen
12
Börsenkurs
11
Share price
11
Option pricing theory
9
Volatilität
8
Finanzmathematik
7
Volatility
7
Benchmarking
6
Consumption theory
6
Contract theory
6
Experiment
6
Financial analysis
6
Finanzanalyse
6
Gleichgewichtsmodell
6
Investment Fund
6
Investmentfonds
6
Konsumtheorie
6
Leistungsanreiz
6
Mathematical finance
6
Performance incentive
6
Risikoaversion
6
Risk aversion
6
Vertragstheorie
6
Equilibrium model
5
Exchange rate policy
5
Technologiepolitik
5
Technology policy
5
Wechselkurspolitik
5
Agency-Theorie
4
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English
9
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Cvitanić, Jakša
7
Zapatero, Fernando
4
Cvitanić, Jaksa
1
Elliott, Robert J.
1
Goldstein, Robert
1
Ibáñez, Alfredo
1
Jianfeng Zhang
1
Jouini, Elyès
1
Ma, Jin
1
Musiela, Marek
1
Pham, Huyên
1
Plott, Charles
1
Touzi, Nizar
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Tseng, Chien-Yao
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance and stochastics
1
Handbooks in mathematical finance
1
Journal of financial and quantitative analysis : JFQA
1
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1
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ECONIS (ZBW)
9
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1
Analytic pricing of employee stock options
Cvitanić, Jakša
;
Wiener, Zvi
;
Zapatero, Fernando
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 683-724
Persistent link: https://www.econbiz.de/10003716601
Saved in:
2
Introduction to the economics and mathematics of financial markets
Cvitanić, Jakša
;
Zapatero, Fernando
-
2004
Persistent link: https://www.econbiz.de/10002346328
Saved in:
3
Monte Carlo valuation of American options through computation of the optimal exercise frontier
Ibáñez, Alfredo
;
Zapatero, Fernando
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 253-275
Persistent link: https://www.econbiz.de/10002103593
Saved in:
4
General equilibrium with constant relative risk aversion and Vasicek interest rates
Goldstein, Robert
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 331-340
Persistent link: https://www.econbiz.de/10001208953
Saved in:
5
Markets with random lifetimes and private values : mean reversion and option to trade
Cvitanić, Jakša
;
Plott, Charles
;
Tseng, Chien-Yao
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010513472
Saved in:
6
Efficient computation of hedging portfolios for options with discontinuous payoffs
Cvitanić, Jakša
;
Ma, Jin
;
Jianfeng Zhang
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001765668
Saved in:
7
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
8
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
9
Option pricing, interest rates and risk management
Jouini, Elyès
(
ed.
);
Cvitanić, Jakša
(
contributor
); …
-
2001
-
1. publ.
Persistent link: https://www.econbiz.de/10001584028
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