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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
36
Theory
36
USA
15
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15
Option pricing theory
14
Coronavirus
13
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12
Infection control
12
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10
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9
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9
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8
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Realoptionsansatz
8
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7
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8
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8
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2
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2
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English
14
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Kijima, Masaaki
14
Funahashi, Hideharu
8
Fujiwara, Hajime
2
Inui, Koji
1
Komoribayashi, Katsuya
1
Nishide, Katsumasa
1
Shibata, Takashi
1
Siu, Chi Chung
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
Annals of finance
1
Applied mathematical finance
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Review of derivatives research
1
The journal of computational finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
14
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1
Estimation of the local volatility of discount bonds using market quotes for coupon-bond options
Fujiwara, Hajime
;
Kijima, Masaaki
;
Nishide, Katsumasa
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 49-69)
.
2009
Persistent link: https://www.econbiz.de/10003871160
Saved in:
2
Real options in a duopoly market with general volatility structure
Kijima, Masaaki
;
Shibata, Takashi
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 71-89)
.
2009
Persistent link: https://www.econbiz.de/10003871162
Saved in:
3
Pricing of path-dependent American options by Monte Carlo simulation
Fujiwara, Hajime
;
Kijima, Masaaki
- In:
Journal of economic dynamics & control
31
(
2007
)
11
,
pp. 3478-3502
Persistent link: https://www.econbiz.de/10003569563
Saved in:
4
A chaos expansion approach for the pricing of contingent claims
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 27-58
Persistent link: https://www.econbiz.de/10011298901
Saved in:
5
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
6
Credit-equity modeling under a latent Lévy firm process
Kijima, Masaaki
;
Siu, Chi Chung
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10010364748
Saved in:
7
A Markov chain model for valuing credit risk derivatives
Kijima, Masaaki
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 97-108
Persistent link: https://www.econbiz.de/10001248808
Saved in:
8
A Markovian framework in multi-factor Heath-Jarrow-Morton models
Inui, Koji
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 423-440
Persistent link: https://www.econbiz.de/10001251496
Saved in:
9
Does the Hurst index matter for option prices under fractional volatility?
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Annals of finance
13
(
2017
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011944961
Saved in:
10
A unified approach for the pricing of options relating to averages
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Review of derivatives research
20
(
2017
)
3
,
pp. 203-229
Persistent link: https://www.econbiz.de/10011935995
Saved in:
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