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Equity options markets : foundations and pricing
Kōnstantinidēs, Giōrgos
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2001
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Interest-rate derivatives, exotics, real options and empirical evidence
Kōnstantinidēs, Giōrgos
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2001
Persistent link: https://www.econbiz.de/10001548972
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American options, numerical methods and risk management
Kōnstantinidēs, Giōrgos
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2001
Persistent link: https://www.econbiz.de/10001548985
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Bayesian analysis of stochastic volatility models
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
- In:
Journal of business & economic statistics : JBES ; a …
20
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2002
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1
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pp. 69-87
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MCMC methods for estimating stochastic volatility models with leverage effects : comments on Jacquier, Polson and Rossi (2002)
Yu, Jun
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2002
Persistent link: https://www.econbiz.de/10001722236
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Rational theory of warrant pricing
Samuelson, Paul Anthony
- In:
Options : classic approaches to pricing and modelling
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(pp. 1- 34)
.
1999
Persistent link: https://www.econbiz.de/10001772446
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The relationship between put and call option prices
Stoll, Hans R.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 35-61)
.
1999
Persistent link: https://www.econbiz.de/10001772447
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Theory of rational option pricing
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
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(pp. 81-133)
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1999
Persistent link: https://www.econbiz.de/10001772450
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Options: a Monte Carlo approach
Boyle, Phelim P.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 233-248)
.
1999
Persistent link: https://www.econbiz.de/10001772457
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Prices of state-contingent claims implicit in option prices
Breeden, Douglas T.
;
Litzenberger, Robert H.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 249-279)
.
1999
Persistent link: https://www.econbiz.de/10001772458
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