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~subject:"Risiko"
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Valuation of American options...
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Risiko
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66
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63
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62
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52
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42
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42
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41
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40
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36
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33
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33
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32
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31
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31
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31
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30
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28
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27
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27
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26
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25
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25
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24
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24
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23
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23
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23
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22
Basu, Susanto
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
2
European University Institute / Department of Law
2
Federal Reserve Bank of St. Louis
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Journal of economic theory
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Finance research letters
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The review of financial studies
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Journal of banking & finance
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American journal of agricultural economics
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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ECONIS (ZBW)
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ArchiDok
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RePEc
1
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1
King U.S. Dollar, Global Risks, and Currency Option Premiums
Bakshi, Gurdip
;
Londono, Juan M.
-
2022
for the portfolio of investment versus funding currencies. We formalize a
theory
to understand the properties of currency …
Persistent link: https://www.econbiz.de/10013290134
Saved in:
2
Exchange rate changes, forward markets, and export prices
Kwak, Rosung
-
1991
Persistent link: https://www.econbiz.de/10000909957
Saved in:
3
Risk, uncertainty, and option exercise
Miao, Jianjun
(
contributor
);
Wang, Neng
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003738511
Saved in:
4
Market moves and the information content of option prices
McIntyre, Michael L.
;
Jackson, David
- In:
International review of economics & finance : IREF
18
(
2009
)
2
,
pp. 327-340
Persistent link: https://www.econbiz.de/10003832749
Saved in:
5
The market price of aggregate risk and the wealth distribution
Chien, YiLi
;
Lustig, Hanno
- In:
The review of financial studies
23
(
2010
)
4
,
pp. 1596-1650
Persistent link: https://www.econbiz.de/10003959878
Saved in:
6
Financial decision-making under distribution uncertainty
Kacperczyk, Marcin
-
2004
Persistent link: https://www.econbiz.de/10003386915
Saved in:
7
Pricing of firm specific jump risk
Ascheberg, Marius
;
Kraft, Holger
;
Yildirim, Yildiray
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 21-68)
.
2013
Persistent link: https://www.econbiz.de/10010412571
Saved in:
8
No good deals - no bad models
Boyarchenko, Nina
;
Cerrato, Mario
;
Crosby, John
; …
-
2012
some numerical examples. -- asset pricing
theory
; good-deal bounds ; Knightian uncertainty ; model uncertainty …
Persistent link: https://www.econbiz.de/10009679505
Saved in:
9
Model risk and option hedging
Giannetti, Antoine
;
Clark, John M.
;
Anderson, Randy I.
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
5
,
pp. 659-677
Persistent link: https://www.econbiz.de/10002468179
Saved in:
10
Determinants of the dollar value of default risk : a put option perspective
Chu, Quentin C.
;
Lin, Yun-Yung
- In:
Review of quantitative finance and accounting
16
(
2001
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10001748010
Saved in:
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