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Optionspreistheorie
6,805
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6,350
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1,683
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Härdle, Wolfgang
53
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34
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32
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26
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Levendorskii, Sergei
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Korn, Ralf
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Alghalith, Moawia
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Fengler, Matthias R.
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Platen, Eckhard
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Scaillet, Olivier
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Schöbel, Rainer
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Rosenberg, Joshua V.
19
Barone-Adesi, Giovanni
18
Henry-Labordere, Pierre
18
Kwok, Yue Kuen
18
Schoenmakers, John
18
Bloch, Daniel Alexandre
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17
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National Bureau of Economic Research
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Institut für Schweizerisches Bankwesen <Zürich>
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Ekonomiska forskningsinstitutet <Stockholm>
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Bonn Graduate School of Economics
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Institutt for Foretaksøkonomi <Bergen, Norwegen>
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World Bank
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Associazione Operatori Bancari in Titoli
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Birkbeck College / Department of Economics
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Cambridge University Press
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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2
Eberhard Karls Universität Tübingen
2
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2
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Research paper series / Swiss Finance Institute
89
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
NBER working paper series
58
SFB 649 discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
53
SpringerLink / Bücher
48
Swiss Finance Institute Research Paper
44
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37
NBER Working Paper
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SFB 649 Discussion Paper
35
Wiley finance series
35
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
33
Working paper series / Centre for Practical Quantitative Finance
31
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
30
CREATES research paper
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Gabler Edition Wissenschaft
28
Discussion paper / Centre for Economic Policy Research
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Europäische Hochschulschriften / 5
25
Mathematical finance
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Discussion papers of interdisciplinary research project 373
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Finance and economics discussion series
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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CoFE discussion papers
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Discussion paper / Center for Economic Research, Tilburg University
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Tübinger Diskussionsbeiträge
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Lecture notes in economics and mathematical systems : LNEMS
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Les cahiers de recherche / HEC Paris
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
CPQF Working Paper Series
16
IMF working papers
16
Springer finance
16
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
183
EconStor
169
USB Cologne (business full texts)
71
RePEc
17
BASE
6
Showing
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1
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
2
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
Saved in:
3
Theory of rational option pricing: II
Grundy, Bruce D.
;
Wiener, Zvi
-
1995
Persistent link: https://www.econbiz.de/10000907902
Saved in:
4
Options, sunspots, and the creation of uncertainty
Bowman, David
;
Faust, Jon
-
1995
Persistent link: https://www.econbiz.de/10000911316
Saved in:
5
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
;
Décamps, Jean-Paul
;
Koehl, …
-
1996
Persistent link: https://www.econbiz.de/10000936713
Saved in:
6
Stock options as barrier contingent claims
Ericsson, Jan
;
Reneby, Joel
-
1996
Persistent link: https://www.econbiz.de/10000953742
Saved in:
7
Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000959376
Saved in:
8
An analysis of the predictive ability of the Black-Scholes option pricing model in the Netherlands
Hand, Megan
-
1994
Persistent link: https://www.econbiz.de/10000959539
Saved in:
9
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
10
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000982923
Saved in:
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