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Option pricing theory
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Optionspreistheorie
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Martingal
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Martingale
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Börsenkurs
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Derivat
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Estimation theory
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English
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Sandmann, Klaus
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Schweizer, Martin
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Sondermann, Dieter
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Deutsche Forschungsgemeinschaft
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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ECONIS (ZBW)
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1
Martingale densities for general asset prices
Schweizer, Martin
-
1991
Persistent link: https://www.econbiz.de/10000825147
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2
Option hedging for semimartingales
Schweizer, Martin
-
1989
Persistent link: https://www.econbiz.de/10000757518
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3
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
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4
The pricing of options with an uncertain interest rate : a discrete time approach
Sandmann, Klaus
-
1989
Persistent link: https://www.econbiz.de/10013276566
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