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Option pricing theory
40
Optionspreistheorie
40
Theorie
36
Theory
36
Stochastic process
14
Stochastischer Prozess
14
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11
Volatilität
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Forschungsbericht
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9,557
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9,557
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2,510
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2,507
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Frey, Rüdiger
6
Sommer, Daniel
4
Sandmann, Klaus
3
Schoenmakers, John
3
Szimayer, Alexander
3
Aase Nielsen, Jørgen
2
Albers, Wulf
2
Dimitroff, Georgi
2
Ehrhardt, Matthias
2
Leisen, Dietmar
2
Martin, Gael M.
2
Musiela, Marek
2
Schweizer, Martin
2
Wright, Jill
2
Abbink, Klaus
1
Acar, Sarp Kaya
1
Bamberg, Günter
1
Belomestny, Denis
1
Brosch, Rainer
1
Bär, Jürgen
1
Dimitroff, Geogri
1
Dorfleitner, Gregor
1
Forbes, Catherine Scipione
1
Goldys, Beniamin
1
Kock, Johan de
1
Kolodko, Anastasia
1
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1
Krätschmer, Volker
1
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1
Laurent, Jean-Paul
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1
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1
Mickens, Ronald E.
1
Milʹstejn, Grigorij N.
1
Müller, Marlene
1
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1
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1
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1
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1
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Discussion paper / B
21
Berichte des Fraunhofer ITWM
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Lecture notes in economics and mathematical systems : LNEMS
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working papers / Institute of Mathematical Economics, Universität Bielefeld
2
Arbeitspapiere zur mathematischen Wirtschaftsforschung
1
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, Universität Saarbrücken
1
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ECONIS (ZBW)
42
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1
Cash equivalent versus market value : an experimental study of differences and common principles of evaluation
Albers, Wulf
-
1998
Persistent link: https://www.econbiz.de/10013456503
Saved in:
2
Evaluation of lotteries with two alternatives by the theory of prominence : a normative benchmark of risk neutrality that predicts median behavior of subjects
Albers, Wulf
-
1998
Persistent link: https://www.econbiz.de/10013390406
Saved in:
3
The direct approach to dept option pricing
Rady, Sven
;
Sandmann, Klaus
-
1993
-
Rev. version 1993
Persistent link: https://www.econbiz.de/10000348454
Saved in:
4
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908122
Saved in:
5
The pricing and hedging of options in finitely elastic markets
Frey, Rüdiger
-
1996
Persistent link: https://www.econbiz.de/10000939781
Saved in:
6
Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946114
Saved in:
7
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946123
Saved in:
8
Lognormality of rates and term structure models
Goldys, Beniamin
-
1996
Persistent link: https://www.econbiz.de/10000954622
Saved in:
9
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
-
1997
Persistent link: https://www.econbiz.de/10000954639
Saved in:
10
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
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