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Search: "Option pricing theory"
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Hedging
Option pricing theory
36
Optionspreistheorie
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Theorie
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Stochastic process
11
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11
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9
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Frey, Rüdiger
5
Sommer, Daniel
3
Föllmer, Hans
1
Schweizer, Martin
1
Sondermann, Dieter
1
Stremme, Alexander
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion paper / B
International journal of theoretical and applied finance
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Finance and stochastics
29
Applied mathematical finance
28
The journal of futures markets
28
Quantitative finance
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Journal of banking & finance
23
Insurance / Mathematics & economics
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of economic dynamics & control
15
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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European journal of operational research : EJOR
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International journal of financial engineering
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Advanced mathematical methods for finance
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Advances in futures and options research : a research annual
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1
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
2
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
-
1997
Persistent link: https://www.econbiz.de/10000954639
Saved in:
3
The pricing and hedging of options in finitely elastic markets
Frey, Rüdiger
-
1996
Persistent link: https://www.econbiz.de/10000939781
Saved in:
4
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946123
Saved in:
5
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908122
Saved in:
6
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
7
Option hedging for semimartingales
Schweizer, Martin
-
1989
Persistent link: https://www.econbiz.de/10000757518
Saved in:
8
Hedging of non-redundant contingent claims
Föllmer, Hans
;
Sondermann, Dieter
-
1985
Persistent link: https://www.econbiz.de/10000419745
Saved in:
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