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isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Option pricing theory"
~subject:"Volatilität"
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Option pricing theory
Volatilität
Incomplete market
134
Unvollkommener Markt
134
Theorie
79
Theory
79
Financial market
31
Finanzmarkt
31
Optionspreistheorie
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Hedging
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International journal of theoretical and applied finance
Discussion paper / Centre for Economic Policy Research
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
Applied mathematical finance
8
NBER working paper series
7
Research paper series / Swiss Finance Institute
7
Working paper / National Bureau of Economic Research, Inc.
7
Asia-Pacific financial markets
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Swiss Finance Institute Research Paper
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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European journal of operational research : EJOR
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International journal of financial engineering
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical methods of operations research
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Review of derivatives research
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The review of financial studies
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Journal of mathematical finance
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Journal of political economy
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Risk and decision analysis
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Betriebswirtschaftliche Forschungsergebnisse
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CDMA working paper series
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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ECONIS (ZBW)
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1
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
2
Buy-and hold property for fully incomplete markets when super-replicating Markovian claims
Neufeld, Ariel
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011971005
Saved in:
3
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
4
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
5
Bank credit tightening, debt market frictions and corporate yield spread
Massa, Massimo
;
Zhang, Lei
-
2015
Persistent link: https://www.econbiz.de/10010533079
Saved in:
6
Financial frictions, financial shocks and unemployment volatility
Boeri, Tito
;
Garibaldi, Pietro
;
Moen, Espen R.
-
2015
Persistent link: https://www.econbiz.de/10011299566
Saved in:
7
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
8
Exchange rates dynamics with long-run risk and recursive preferences
Kollmann, Robert
-
2014
Persistent link: https://www.econbiz.de/10010440129
Saved in:
9
Priority option : the value of being a leader
Grasselli, M. R.
;
Leclère, Vincent
;
Ludkovski, M.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009725087
Saved in:
10
Pricing illiquid options with n + 1 liquid proxies using mixed dynamic-static hedging
Halperin, Igor
;
Itkin, Andrey
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010233264
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