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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
type_genre:"Graue Literatur"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~subject:"Option pricing theory"
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Option pricing theory
Theorie
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Game theory
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Estimation theory
239
Schätztheorie
239
Cooperative game
135
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Renault, Eric
5
Vorst, Ton
5
Touzi, Nizar
4
Garcia, René
3
Gouriéroux, Christian
3
Prigent, Jean-Luc
3
Scaillet, Olivier
3
Bouchard, Bruno
2
Laurent, Jean-Paul
2
Luger, Richard
2
Melenberg, Bertrand
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Menkveld, Albert J.
2
Monfort, Alain
2
Pelsser, Antoon André Jean
2
Renault, Olivier
2
Beneder, Reimer
1
Bongaerts, Dion
1
Charlier, Erwin
1
Cheuk, Terry Hon Fu
1
Clément, Emmanuelle
1
Darolles, Serge
1
Donders, Monique
1
Guha, Rajiv
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Horst, Jenke R. ter
1
Hunt, Philip A.
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Kerkhof, Jeroen
1
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1
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Lesne, Jean-Philippe
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Sbuelz, Alessandro
1
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Center for Economic Research <Tilburg>
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper / Center for Economic Research, Tilburg University
Report / Erasmus Center for Financial Research, Erasmus University
Working paper series / Centre for Practical Quantitative Finance
28
SFB 649 discussion paper
26
Working paper / National Bureau of Economic Research, Inc.
22
Discussion paper / B
20
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Meddelanden från Svenska Handelshögskolan
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Cahier / Institut de Sciences Actuarielles, Ecole des Hautes Etudes Commerciales, Université de Lausanne
6
Discussion papers of interdisciplinary research project 373
6
Les cahiers de recherche / HEC Paris
6
Research notes in economics & statistics
6
Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
6
Working paper series / Federal Reserve Bank of Atlanta
6
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
6
Discussion paper / Tinbergen Institute
5
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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Finance and economics discussion series
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Structural RFV : recovery form and defaultable debt analysis
Guha, Rajiv
(
contributor
);
Sbuelz, Alessandro
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784488
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2
Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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3
Model risk and regulatory capital
Kerkhof, Jeroen
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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4
Investment under uncertainty and policy change
Pawlina, Grzegorz
(
contributor
);
Kort, Peter M.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001545479
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5
Private Equity and Regulatory Capital
Bongaerts, Dion
(
contributor
);
Charlier, Erwin
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003752389
Saved in:
6
Pricing with splines
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742493
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7
Options on dividend paying stocks
Beneder, Reimer
;
Vorst, Ton
-
2001
Persistent link: https://www.econbiz.de/10001692618
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8
Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
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9
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
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10
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
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