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Adaptive Simulation Algorithms...
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Härdle, Wolfgang
101
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90
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89
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84
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73
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70
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66
Chiarella, Carl
66
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64
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61
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61
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59
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56
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55
Kapetanios, George
55
Benth, Fred Espen
49
Hull, John
49
Kwok, Yue-Kuen
48
Christoffersen, Peter F.
47
Scaillet, Olivier
47
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46
Tsionas, Efthymios G.
46
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41
Platen, Eckhard
41
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41
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40
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39
Račev, Svetlozar T.
39
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38
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38
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37
Chesney, Marc
36
Korn, Ralf
35
Schlögl, Erik
35
Schoenmakers, John
35
Fusai, Gianluca
34
Oosterlee, Cornelis W.
34
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34
Wang, Xingchun
34
Barone-Adesi, Giovanni
33
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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3
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Finance research letters
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Asia-Pacific financial markets
84
Applied economics letters
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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BASE
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41
Von der Black-Scholes-Optionspreisformel zum GARCH-Optionsbewertungsmodell : Entwicklung und exemplarische Durchführung eines Ansatzes zur Überprüfung der Validität von Optionspreismodellen
Andres, Peter
-
1998
Persistent link: https://www.econbiz.de/10004037547
Saved in:
42
The early exercise premium in American put option prices
Engström, Malin
;
Nordén, Lars
- In:
Journal of multinational financial management
10
(
2000
)
3/4
,
pp. 461-479
Persistent link: https://www.econbiz.de/10001532724
Saved in:
43
Stock options for undiversified executives
Hall, Brian J.
;
Murphy, Kevin James
-
2000
Persistent link: https://www.econbiz.de/10001538228
Saved in:
44
Optimal exercise prices for executive stock options
Hall, Brian J.
;
Murphy, Kevin James
-
2000
Persistent link: https://www.econbiz.de/10001456284
Saved in:
45
A note on pricing Asian derivatives with continuous geometric averaging
Angus, John E.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 845-858
Persistent link: https://www.econbiz.de/10001443364
Saved in:
46
Pricing American stock options by linear programming
Dempster, Michael A. H.
;
Hutton, J. P.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 229-254
Persistent link: https://www.econbiz.de/10001444164
Saved in:
47
Die Theorie nichtlinearer Prozesse und ihre Bedeutung für die Bewertung von Aktienoptionen
Willems, Guido
-
1999
Persistent link: https://www.econbiz.de/10001424894
Saved in:
48
Time-lags between price changes of stocks and stock options
Gais, Martina
;
Hecker, Renate
;
Wenger, Ekkehard
- In:
Empirical research on the German capital market : with …
,
(pp. 255-279)
.
1999
Persistent link: https://www.econbiz.de/10001427684
Saved in:
49
Impact of stock price jumps on option values
Trautmann, Siegfried
;
Beinert, Michaela
- In:
Empirical research on the German capital market : with …
,
(pp. 303-322)
.
1999
Persistent link: https://www.econbiz.de/10001427695
Saved in:
50
Company share options
Casson, Peter
-
2000
Persistent link: https://www.econbiz.de/10001429918
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