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~subject:"Statistische Verteilung"
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Statistische Verteilung
Option pricing theory
61
Optionspreistheorie
61
Theorie
51
Theory
51
Volatility
36
Volatilität
35
Stochastic process
27
Stochastischer Prozess
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23
Derivative
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Option trading
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Optionsgeschäft
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option pricing
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United States
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Portfolio selection
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Option pricing
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Aktienoption
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English
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Carr, Peter
6
Xiao, Yajun
2
Al-Jaaf, Aşty
1
Ewald, CXhristian-Oliver
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Ewald, Christian-Oliver
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Itkin, Andrey
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Javaheri, Alireza
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Torricelli, Lorenzo
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Computational economics
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Finance and stochastics
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Finance research letters
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International journal of theoretical and applied finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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2
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
3
The forward PDE for European options on stocks with fixed fractional jumps
Carr, Peter
;
Javaheri, Alireza
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 239-253
Persistent link: https://www.econbiz.de/10002679581
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4
Additive logistic processes in option pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
5
An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
Saved in:
6
Vol, skew, and smile trading
Al-Jaaf, Aşty
;
Carr, Peter
- In:
The journal of derivatives : JOD
31
(
2023
)
1
,
pp. 64-95
Persistent link: https://www.econbiz.de/10014422386
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