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subject:"Optionspreistheorie"
subject:"Portfolio-Management"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Wirtschaftswachstum"
~type_genre:"Arbeitspapier"
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Optionspreistheorie
Portfolio-Management
Wirtschaftswachstum
Theorie
413
Theory
413
Estimation theory
82
Schätztheorie
82
Time series analysis
60
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60
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58
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Härdle, Wolfgang
4
Schweizer, Martin
4
Föllmer, Hans
3
Amendinger, Jürgen
2
Jaschke, Stefan R.
2
Krutchenko, R. N.
2
Schmidt, Peter
2
Zheng, Jun
2
Bank, Peter
1
Baum, Dietmar
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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1
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1
Huynh, Kim
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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1
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1
Lüssem, Jens
1
Melnikov, A. V.
1
Melʹnikov, Aleksandr V.
1
Mercurio, Danilo
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Pham, Huyên
1
Platen, Eckhard
1
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper / National Bureau of Economic Research, Inc.
375
Discussion paper / Centre for Economic Policy Research
246
CESifo working papers
137
Research paper series / Swiss Finance Institute
133
Working paper
114
Discussion paper / Tinbergen Institute
113
Swiss Finance Institute Research Paper
89
IMF working papers
83
IMF working paper
69
Discussion paper
67
Discussion paper / Center for Economic Research, Tilburg University
65
Policy research working paper : WPS
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
56
SFB 649 discussion paper
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32
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29
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26
Discussion papers in economics
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IFA working paper
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Report / Erasmus Center for Financial Research, Erasmus University
22
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International finance discussion papers
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
20
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
20
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ECONIS (ZBW)
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How precise are price distributions predicted by implied binomial trees?
Härdle, Wolfgang
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10001653655
Saved in:
2
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap
Härdle, Wolfgang
;
Yatchew, Adonis John
-
2002
Persistent link: https://www.econbiz.de/10001668612
Saved in:
3
Credit risk modeling and valuation : an introduction
Giesecke, Kay
-
2002
Persistent link: https://www.econbiz.de/10001697727
Saved in:
4
Efficient hedging for a complete jump-diffusion model
Kirch, Michael
;
Krutchenko, R. N.
;
Melʹnikov, Aleksandr V.
-
2002
Persistent link: https://www.econbiz.de/10001684697
Saved in:
5
Should smart investors buy funds with high returns in the past?
Palomino, Frédéric
;
Uhlig, Harald
-
2002
Persistent link: https://www.econbiz.de/10001684701
Saved in:
6
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervalla, Pierre
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10001684936
Saved in:
7
Simulation based option pricing
Lüssem, Jens
;
Schumacher, Jürgen
-
2002
Persistent link: https://www.econbiz.de/10001685020
Saved in:
8
Hedging and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
Saved in:
9
The Cornish-Fisher expansion in the context of delta-gamma-normal approximations
Jaschke, Stefan R.
-
2001
Persistent link: https://www.econbiz.de/10001606221
Saved in:
10
A benchmark model for financial markets
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001606224
Saved in:
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