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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
142
Theory
137
Portfolio selection
94
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94
Stochastischer Prozess
72
Stochastic process
67
growth optimal portfolio
61
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benchmark approach
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Option pricing theory
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stochastic volatility
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fair pricing
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Schätztheorie
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stability
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English
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Platen, Eckhard
30
Heath, David C.
9
Baldeaux, Jan
4
Fergusson, Kevin
4
Grasselli, Martino
3
Rudd, Ralph
3
Craddock, Mark
2
Fung, Man Chung
2
Gnoatto, Alessandro
2
Ignatieva, Ekaterina
2
Kienitz, Jörg
2
McWalter, Thomas A.
2
Schweizer, Martin
2
Tappe, Stefan
2
Baldeaux, Jan F.
1
Barkhagen, Mathias
1
Bauer, Daniel
1
Blomvall, Jörgen
1
Fung, Simon Man Chung
1
Goldman, D.
1
Heath, D.
1
Hofmann, Norbert
1
Hulley, Hardy
1
Ignatieva, Katja
1
Kentwell, Glenn
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Asia-Pacific financial markets
2
The journal of computational finance
2
Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / B
1
Financial engineering and the Japanese markets
1
Journal of banking & finance
1
Journal of econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research Paper Number: 289, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Springer Finance
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Springer finance
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UNSW Business School Research Paper
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ECONIS (ZBW)
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Exponential stock models driven by tempered stable processes
Küchler, Uwe
;
Tappe, Stefan
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 53-63
Persistent link: https://www.econbiz.de/10010473381
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2
On the pricing and hedging of long dated zero coupon bonds
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003384030
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3
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000834044
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4
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2010
-
Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
Saved in:
5
Laplace transform identities for diffusions, with applications to rebates and barrier options
Hulley, Hardy
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003856697
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6
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
7
Recovering the real-world density and liquidity premia from option data
Barkhagen, Mathias
;
Blomvall, Jörgen
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344223
Saved in:
8
Less expensive pricing and hedging of long-dated equity index options when interest rates are stochastic
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344299
Saved in:
9
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
10
A hybrid model for pricing and hedging of long dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
-
2013
Persistent link: https://www.econbiz.de/10010349514
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