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~person:"Franke, Günter"
~person:"Jarrow, Robert A."
~subject:"Risiko"
~type:"article"
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Search: "Option pricing theory"
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Risiko
Option pricing theory
28
Optionspreistheorie
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Theorie
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7
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7
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5
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Franke, Günter
Jarrow, Robert A.
Wang, Xingchun
6
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3
Chen, Ren-Raw
3
Koussis, Nicos
3
Martzoukos, Spiros A.
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Matsumoto, Koichi
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Annals of finance
1
Annual review of financial economics
1
Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
Financial engineering
1
Journal of economic theory
1
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1
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
2
The economics of insurance : a derivatives-based approach
Jarrow, Robert A.
- In:
Annual review of financial economics
13
(
2021
),
pp. 79-110
Persistent link: https://www.econbiz.de/10012612499
Saved in:
3
Liquidity risk and
option
pricing
theory
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Financial engineering
,
(pp. 727-762)
.
2008
Persistent link: https://www.econbiz.de/10003567782
Saved in:
4
Asset prices and the level of background risk
Franke, Günter
;
Stapleton, Richard C.
;
Subrahmanyam, …
- In:
Beiträge zur Mikro- und zur Makroökonomik : …
,
(pp. 157-171)
.
2001
Persistent link: https://www.econbiz.de/10001606362
Saved in:
5
Who buys and who sells options : the role of options in an economy with background risk
Franke, Günter
- In:
Journal of economic theory
82
(
1998
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001246473
Saved in:
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