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subject:"Game theory"
subject:"Verhandlungen"
~isPartOf:"Discussion paper / B"
~language:"eng"
~subject:"Volatility"
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Game theory
Verhandlungen
Volatility
Theorie
212
Theory
212
Spieltheorie
48
Experiment
23
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21
Estimation theory
21
Schätztheorie
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Schlag, Karl H.
11
Abbink, Klaus
7
Sadrieh, Abdolkarim
5
Selten, Reinhard
5
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4
Samuelson, Larry
4
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Leisen, Dietmar
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2
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2
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2
Kirchkamp, Oliver
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2
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2
Sela, Aner
2
Bagwell, Kyle
1
Bolton, Gary E.
1
Christopeit, Norbert
1
Cron, Axel
1
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion paper / B
Games and economic behavior
682
Journal of economic theory
492
Economics letters
310
Discussion paper / Center for Economic Research, Tilburg University
254
Working paper / National Bureau of Economic Research, Inc.
230
Economic theory : official journal of the Society for the Advancement of Economic Theory
229
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
210
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International journal of game theory : official journal of the Game Theory Society
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of forecasting
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ECONIS (ZBW)
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1
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
Saved in:
2
The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian
-
1999
Persistent link: https://www.econbiz.de/10001367775
Saved in:
3
A market model for stochastic implied volatility
Schönbucher, Philipp J.
-
1999
Persistent link: https://www.econbiz.de/10001392968
Saved in:
4
Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001392972
Saved in:
5
Updating strategies through observed play optimization under bounded rationality
Cressman, Ross
-
1998
Persistent link: https://www.econbiz.de/10000986513
Saved in:
6
Sophisticated imitation in cyclic games
Hofbauer, Josef
-
1998
Persistent link: https://www.econbiz.de/10000986538
Saved in:
7
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
8
Volatility clustering in financial markets : a micro-simulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372570
Saved in:
9
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
Saved in:
10
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
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