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~subject:"Optionspreistheorie"
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Optionspreistheorie
USA
41
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41
Corporate bond
35
Unternehmensanleihe
35
Theorie
32
Theory
32
Kreditrisiko
29
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27
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21
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21
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19
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19
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18
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18
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18
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18
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18
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18
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17
Kapitaleinkommen
17
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16
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16
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15
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14
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14
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14
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14
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12
Kreditderivat
12
Liquidität
12
Anleihe
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Option pricing theory
9
Portfolio selection
9
Portfolio-Management
9
Betriebliche Liquidität
8
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8
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8
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8
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1
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English
9
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Huang, Jing-Zhi
5
Eom, Young Ho
4
Subrahmanyam, Marti G.
3
Jang, Woon Wook
2
Brenner, Menachem
1
Chen, Ren-Raw
1
Gao, Bin
1
Kang, Yong Joo
1
Kim, Don H.
1
Uno, Jun
1
Wu, Liuren
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1
Yu, G. G.
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Asia-Pacific journal of financial studies
1
Economics letters
1
Journal of economic dynamics & control
1
Review of quantitative finance and accounting
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
9
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1
Empirical performance of alternative option pricing models with stochastic volatility and leverage effects
Jang, Woon Wook
;
Eom, Young Ho
;
Kim, Don H.
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
3
,
pp. 432-464
Persistent link: https://www.econbiz.de/10010408040
Saved in:
2
No-arbitrage option pricing : new evidence on the validity of the martingale property
Brenner, Menachem
;
Eom, Young Ho
-
1997
Persistent link: https://www.econbiz.de/10001442896
Saved in:
3
Credit risk and the pricing of Japanese yen interest rate swaps
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
-
1997
Persistent link: https://www.econbiz.de/10000992592
Saved in:
4
Corporate bond pricing model with stochastically volatile firm value process
Jang, Woon Wook
;
Eom, Young Ho
;
Kang, Yong Joo
- In:
Economics letters
148
(
2016
),
pp. 41-44
Persistent link: https://www.econbiz.de/10011619792
Saved in:
5
Stochastic volatility models for asset returns with leverage, skewness and heavy-tails via scale mixture
Huang, Jing-Zhi
;
Xu, Li
- In:
The quarterly journal of finance
4
(
2014
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010473521
Saved in:
6
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
Saved in:
7
A note on forward price and forward measure
Chen, Ren-Raw
;
Huang, Jing-Zhi
- In:
Review of quantitative finance and accounting
19
(
2002
)
3
,
pp. 261-272
Persistent link: https://www.econbiz.de/10001722034
Saved in:
8
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
Saved in:
9
Pricing and hedging American options : a recursive integration method
Huang, Jing-Zhi
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 277-300
Persistent link: https://www.econbiz.de/10001198902
Saved in:
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