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Volatility
Theorie
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Theory
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Option pricing theory
27
Optionspreistheorie
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Incomplete market
15
Unvollkommener Markt
15
Stochastic process
13
Stochastischer Prozess
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Option trading
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Optionsgeschäft
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Martingal
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Martingale
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Portfolio selection
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Hedging
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Prospect Theory
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Prospect theory
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Volatilität
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Anlageverhalten
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Behavioural finance
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Aktienoption
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Derivat
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Derivative
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Search theory
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Stock option
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Suchtheorie
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Nutzen
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Real options analysis
4
Realoptionsansatz
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Risikoaversion
4
Risk aversion
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Utility
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Führungskräfte
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Martingale optimal transport
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Model-independent bounds
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Nash equilibrium
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Hobson, David G.
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Henderson, Vicky
5
Howison, Sam
2
Kluge, Tino
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Rogers, Leonard C. G.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mathematical finance
2
Applied mathematical finance
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Finance and stochastics
1
Review of derivatives research
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ECONIS (ZBW)
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A comparison of q-optimal option prices in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
-
2003
Persistent link: https://www.econbiz.de/10009581657
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2
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
- In:
Review of derivatives research
8
(
2005
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10002975937
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3
Passport options with stochastic volatility
Henderson, Vicky
;
Hobson, David G.
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 97-118
Persistent link: https://www.econbiz.de/10001628628
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4
Comparison results for stochastic volatility models via coupling
Hobson, David G.
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 129-152
Persistent link: https://www.econbiz.de/10003924831
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5
Stochastic volatility models, correlation, and the q-optimal measure
Hobson, David G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 537-556
Persistent link: https://www.econbiz.de/10002396346
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6
Complete models with stochastic volatility
Hobson, David G.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10001240799
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7
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
-
2002
Persistent link: https://www.econbiz.de/10009581661
Saved in:
8
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 49-59
Persistent link: https://www.econbiz.de/10002582917
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