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~isPartOf:"Annals of finance"
~subject:"Estimation theory"
~subject:"Option pricing theory"
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Estimation theory
Option pricing theory
Martingal
16
Martingale
16
Theorie
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11
Portfolio selection
6
Portfolio-Management
6
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Optionspreistheorie
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Carassus, Laurence
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Fard, Farzad Alavi
1
Ruf, Johannes
1
Siu, Tak Kuen
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Temam, E.
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Annals of finance
Finance and stochastics
32
International journal of theoretical and applied finance
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Journal of econometrics
15
Applied mathematical finance
10
Research paper series / Swiss Finance Institute
8
Journal of mathematical finance
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Risks : open access journal
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Asia-Pacific financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical methods of operations research
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Swiss Finance Institute Research Paper
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The journal of futures markets
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Econometric theory
4
International journal of financial engineering
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Mathematics and financial economics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of derivatives research
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CREATES research paper
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Cowles Foundation discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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European journal of operational research : EJOR
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Journal of economic dynamics & control
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Journal of risk and financial management : JRFM
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Mathematical finance
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SFB 649 discussion paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion paper series / IZA
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Discussion paper series / LSE Financial Markets Group
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Discussion papers of interdisciplinary research project 373
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Economic Research Initiatives at Duke (ERID) Working Paper
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Pricing and hedging basis risk under no good deal assumption
Carassus, Laurence
;
Temam, E.
- In:
Annals of finance
10
(
2014
)
1
,
pp. 127-170
Persistent link: https://www.econbiz.de/10010244570
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2
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model
Fard, Farzad Alavi
;
Siu, Tak Kuen
- In:
Annals of finance
9
(
2013
)
3
,
pp. 421-438
Persistent link: https://www.econbiz.de/10009776434
Saved in:
3
Negative call prices
Ruf, Johannes
- In:
Annals of finance
9
(
2013
)
4
,
pp. 787-794
Persistent link: https://www.econbiz.de/10010196568
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