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~subject:"Optionsgeschäft"
~subject:"Finanzmarkt"
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Optionsgeschäft
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47
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38
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38
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Alòs, Elisa
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Decisions in economics and finance : DEF ; a journal of applied mathematics
27
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All
ECONIS (ZBW)
27
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1
A realized volatility approach to option pricing with continuous and jump variance components
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 639-664
Persistent link: https://www.econbiz.de/10012127296
Saved in:
2
Model-free stochastic collocation for an arbitrage-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
Saved in:
3
Semi-analytical prices for lookback and barrier options under the Heston model
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 715-741
Persistent link: https://www.econbiz.de/10012127317
Saved in:
4
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
5
Special issue quantitative developments in financial volatility : theory and practice
Alòs, Elisa
(
ed.
);
Mancino, Maria Elvira
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10012127325
Saved in:
6
Market consistent valuations with financial imperfection
Assa, Hirbod
;
Gospodinov, Nikolaj
- In:
Decisions in economics and finance : DEF ; a journal of …
41
(
2018
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10011997028
Saved in:
7
Convex incentives in financial markets : an agent-based analysis
Fabretti, Annalisa
;
Gärling, Tommy
;
Herzel, Stefano
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 375-395
Persistent link: https://www.econbiz.de/10011997764
Saved in:
8
The pricing of lookback options and binomial approximation
Grosse-Erdmann, Karl-Goswin
;
Heuwelyckx, Fabien
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 33-67
Persistent link: https://www.econbiz.de/10011451641
Saved in:
9
Financial economics without probalistic prior assumptions
Riedel, Frank
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10010513461
Saved in:
10
Markets with random lifetimes and private values : mean reversion and option to trade
Cvitanić, Jakša
;
Plott, Charles
;
Tseng, Chien-Yao
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010513472
Saved in:
11
A model of information flows and confirmatory bias in financial markets
Bowden, Mark
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 197-215
Persistent link: https://www.econbiz.de/10011342177
Saved in:
12
Prepayment risk on callable bonds : theory and test
François, Pascal
;
Pardo, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 147-176
Persistent link: https://www.econbiz.de/10011342200
Saved in:
13
One-dimensional maps with two discontinuity points and three linear branches : mathematical lessons for understanding the dynamics of financial markets
Tramontana, Fabio
;
Westerhoff, Frank H.
;
Gardini, Laura
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
1
,
pp. 27-51
Persistent link: https://www.econbiz.de/10010340255
Saved in:
14
Existence of financial equilibria with endogenous short selling restrictions and real assets
Gori, Michele
;
Pireddu, Marina
;
Villanacci, Antonio
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 349-371
Persistent link: https://www.econbiz.de/10010412443
Saved in:
15
The restricted convex risk measures in actuarial solvency
Konstantinides, Dimitrios G.
;
Kountzakis, Christos E.
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 287-318
Persistent link: https://www.econbiz.de/10010412472
Saved in:
16
Pricing VIX options with stochastic volatility and random jumps
Lian, Guang-hua
;
Zhu, Song-ping
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10009729063
Saved in:
17
An improved combinatorial approach for pricing Parisian options
Lyuu, Yuh-dauh
;
Wu, Cheng-wei
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003967620
Saved in:
18
Pricing American barrier options with discrete dividends by binomial trees
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 129-148
Persistent link: https://www.econbiz.de/10003893186
Saved in:
19
Approximate equilibrium in pure strategies for a two-stage game of asset creation
Faias, Marta
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
2
,
pp. 117-136
Persistent link: https://www.econbiz.de/10003771470
Saved in:
20
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
21
The completion of security markets
Kountzakis, Christos
;
Polyrakis, Ioannis A.
- In:
Decisions in economics and finance : DEF ; a journal of …
29
(
2006
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003339649
Saved in:
22
Taxes and money in incomplete financial markets
Mercato, Elena L. del
;
Villanacci, Antonio
- In:
Decisions in economics and finance : DEF ; a journal of …
29
(
2006
)
1
,
pp. 23-54
Persistent link: https://www.econbiz.de/10003339651
Saved in:
23
Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 125-151
Persistent link: https://www.econbiz.de/10003095208
Saved in:
24
The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process
Korn, Ralf
;
Oertel, Frank
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
2
,
pp. 153-166
Persistent link: https://www.econbiz.de/10001827987
Saved in:
25
An efficient binomial method for pricing American options
Gaudenzi, Marcellino
;
Pressacco, Flavio
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003837087
Saved in:
26
Mean-variance hedging for interest rate models with stochastic volatility
Biagini, Francesca
- In:
Decisions in economics and finance : DEF ; a journal of …
25
(
2002
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001681437
Saved in:
27
Optimality in a financial economy with outside money and restricted participation
Carosi, Laura
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10001623973
Saved in:
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