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subject:"Schätzung"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Basler Akkord"
~type_genre:"Working Paper"
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Schätzung
Basler Akkord
Currency option
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Devisenoption
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Estimation
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Martingal
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Martingale
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Option pricing theory
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Optionspreistheorie
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Busch, Thomas
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Centre for Analytical Finance <Århus>
Basel Committee on Banking Supervision
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Oesterreichische Nationalbank
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International Association for the Study of Insurance Economics
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The Wharton Financial Institutions Center
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Österreich / Finanzmarktaufsicht (FMA)
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Center for Economic Research <Tilburg>
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PROGRES International Seminar <19, 2003, Genf>
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Testing the martingale restriction for option implied densities
Busch, Thomas
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contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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