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~subject:"Optionspreistheorie"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Martingal"
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Optionspreistheorie
Martingal
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12
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11
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Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Economic dynamics and sustainable development ; Part 1
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical modeling and numerical methods in finance : special volume
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
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A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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2
Relative entropy criterion and CAPM-like pricing
Xanthopoulos, Stylianos Z.
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 369-379)
.
2016
Persistent link: https://www.econbiz.de/10011800875
Saved in:
3
The minimal weighted Kaniadakis entropy martingale measure for valuation problems in financial markets
Sheraz, Muhammad
;
Preda, Vasile
;
Dedu, Silvia
-
2016
Persistent link: https://www.econbiz.de/10013161615
Saved in:
4
Asymmetric variance reduction for pricing american options
Han, Chuan-Hsiang
;
Fouque, Jean-Pierre
-
2009
Persistent link: https://www.econbiz.de/10003826937
Saved in:
5
Option pricing based on geometric stable processes and minimal entropy martingale measures
Miyahara, Yoshio
;
Moriwaki, Naruhiko
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 119-133)
.
2009
Persistent link: https://www.econbiz.de/10003871176
Saved in:
6
On certain distributions associated with the range of Martingales
Cherny, Alexander
;
Dupire, Bruno
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 29-38)
.
2009
Persistent link: https://www.econbiz.de/10003948468
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7
Modeling and valuation of credit risk
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 27-126)
.
2004
Persistent link: https://www.econbiz.de/10002526431
Saved in:
8
An autoregressive conditional binominal option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 353-373)
.
2002
Persistent link: https://www.econbiz.de/10001679460
Saved in:
9
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
Saved in:
10
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758936
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