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~subject:"Hedging"
~subject:"Option trading"
~subject:"Risiko"
~type_genre:"Aufsatz im Buch"
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Advanced mathematical methods for finance
6
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
6
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Numerical methods in finance : Bordeaux, June 2010
4
Advances in finance and stochastics : essays in honour of Dieter Sondermann
3
Advances in financial risk management : corporates, intermediaries and portfolios
3
Numerical methods in finance
3
The handbook of fixed income securities
3
Advances of OR in commodities and financial modeling
2
Financial derivatives : pricing and risk management
2
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Mathematical modeling and numerical methods in finance : special volume
2
New methods in fixed income modeling : fixed income modeling
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Nonlinear models in mathematical finance : new research trends in option pricing
2
The E15 Initiative : Strengthening the Global Trade and Investment System in the 21st Century
2
The professional risk managers' guide to financial instruments
2
Valuation, financial modeling, and quantitative tools
2
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1
Annals of operations research ; volume 264, numbers 1/2 (May 2018)
1
Annals of operations research ; volume 302, number 1 (July 2021)
1
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
Belief functions in business decisions : with 57 tables
1
Bewertung und Einsatz von Finanzderivaten
1
Competition in the railway industry : an international comparative analysis
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Computational methods in decision-making, economics and finance
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CreditRisk+ in the banking industry
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Decision making and risk/return optimization in financial economics
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Der Preis des Risikos
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Do economists make markets? : on the performativity of economics
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Economic and environmental risk and uncertainty : new models and methods ; [a selection of papers presented at the FUR VII conference held in Oslo from June 30 to July 3, 1994]
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Economic dynamics : theory, games and empirical studies
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Emerging business theories for educators and practitioners
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Empirical essays on financial markets, firms, and derivates
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Encyclopedia of economics research ; Vol. 1
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Equilibrium models for derivatives markets with frictions
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Essays in behavioural financial markets and asset pricing
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Essays in systematic asset pricing
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ECONIS (ZBW)
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How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
2
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
3
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
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4
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
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5
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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6
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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7
Quadratic hedging and optimization of option exercise policies
Secomandi, Nicola
- In:
Thought-leadership in supply chain finance and risk …
,
(pp. 1-25)
.
2022
Persistent link: https://www.econbiz.de/10013334712
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8
Model risk in option pricing : estimation risk of volatility parameter
Jajuga, Krzysztof
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 269-287)
.
2022
Persistent link: https://www.econbiz.de/10013336242
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9
Closed form valuation of barrier options with stochastic barriers
Guillaume, Tristan
- In:
Risk management decisions and value under uncertainty
,
(pp. 1021-1050)
.
2022
Persistent link: https://www.econbiz.de/10013342082
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10
The timing of option returns
Tosi, Adriano
;
Ziegler, Alexandre
- In:
Essays in systematic asset pricing
,
(pp. 91-147)
.
2019
Persistent link: https://www.econbiz.de/10012103525
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