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Lux, Thomas
46
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42
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36
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33
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33
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32
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32
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29
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28
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26
Veronesi, Pietro
26
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26
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25
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25
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23
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19
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18
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18
Hess, Dieter
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Platen, Eckhard
18
Shiller, Robert J.
18
Bali, Turan G.
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Hong, Harrison G.
17
Jovanovic, Boyan
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Allen, Franklin
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Dumas, Bernard
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Kansantaloustieteen Laitos <Tampere>
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NBER working paper series
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146
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113
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94
International review of financial analysis
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International review of economics & finance : IREF
72
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72
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51
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SFB 649 discussion paper
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ECONIS (ZBW)
11,337
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1
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
2
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
-
2009
Persistent link: https://www.econbiz.de/10003863665
Saved in:
3
Three-benchmarked risk minimization for jump diffusion markets
Du, Ke
;
Platen, Eckhard
-
2011
Persistent link: https://www.econbiz.de/10009564615
Saved in:
4
Series expansion of the SABR joint density
Wu, Qi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 310-345
Persistent link: https://www.econbiz.de/10009613197
Saved in:
5
Zum
Hedging
europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001498200
Saved in:
6
Volatility markets : consistent modeling,
hedging
and practical implementation
Bühler, Hans
-
2006
Persistent link: https://www.econbiz.de/10003372033
Saved in:
7
Hedging
and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
Saved in:
8
Hedging
and portfolio optimization in financial markets with a large trader
Bank, Peter
;
Baum, Dietmar
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001917650
Saved in:
9
Three-Benchmarked Risk Minimization for Jump Diffusion Markets
Du, Ke
-
2012
The paper discusses the problem of
hedging
not perfectly replicable contingent claims by using a benchmark, the … pricing and
hedging
for an increasing number of not fully replicable benchmarked contingent claims …
Persistent link: https://www.econbiz.de/10013098521
Saved in:
10
Benchmarked Risk Minimization for Jump Diffusion Markets
Platen, Eckhard
-
2012
The paper discusses the problem of
hedging
not perfectly replicable contingent claims by using a benchmark, the … pricing and
hedging
for an increasing number of not fully replicable benchmarked contingent claims …
Persistent link: https://www.econbiz.de/10013098766
Saved in:
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