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~person:"Jarrow, Robert A."
~person:"Matsumoto, Koichi"
~subject:"Risiko"
~type:"article"
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Search: "Option pricing theory"
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Option pricing theory
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11
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6
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Jarrow, Robert A.
Matsumoto, Koichi
Wang, Xingchun
6
Bayraktar, Erhan
3
Chen, Ren-Raw
3
Koussis, Nicos
3
Martzoukos, Spiros A.
3
Niemann, Rainer
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Power, Gabriel J.
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Protter, Philip E.
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Ruan, Xinfeng
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2
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2
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2
Date, Paresh
2
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El Karoui, Nicole
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Annals of finance
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1
Asia Pacific financial markets
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International journal of financial engineering
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Journal of financial engineering
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ECONIS (ZBW)
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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
Hedging derivatives on two assets with model risk
Matsumoto, Koichi
;
Shimizu, Keita
- In:
Asia Pacific financial markets
27
(
2020
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10012222377
Saved in:
4
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:
5
Mean-variance hedging with model risk
Matsumoto, Koichi
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011807096
Saved in:
6
Pricing interest rate derivatives with model risk
Hosokawa, Satoshi
;
Matsumoto, Koichi
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010528390
Saved in:
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