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isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~isPartOf:"Risks : open access journal"
~subject:"Theory"
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Option trading
30
Optionsgeschäft
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Option pricing theory
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Optionspreistheorie
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Derivat
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Derivative
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Stochastic process
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Stochastischer Prozess
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Theorie
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Volatility
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Black-Scholes model
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option pricing
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American options
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optimal stopping
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Løchte Jørgensen, Peter
2
Bechmann, Ken L.
1
Grosen, Anders
1
Peskir, Goran
1
Širjaev, Alʹbert N.
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Risks : open access journal
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
The journal of derivatives : the official publication of the International Association of Financial Engineers
31
The journal of futures markets
29
Finance and stochastics
26
International journal of theoretical and applied finance
23
Journal of banking & finance
23
Review of derivatives research
16
The journal of computational finance
15
The review of financial studies
15
Journal of economic dynamics & control
11
Journal of financial economics
11
Working paper / National Bureau of Economic Research, Inc.
11
Applied mathematical finance
10
Finance : revue de l'Association Française de Finance
10
Finanzmarkt und Portfolio-Management
8
Journal of financial markets
8
NBER working paper series
8
The journal of finance : the journal of the American Finance Association
8
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of financial and quantitative analysis : JFQA
7
NBER Working Paper
7
Discussion paper / Centre for Economic Policy Research
6
International review of economics & finance : IREF
6
Report / Erasmus Center for Financial Research, Erasmus University
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Journal of econometrics
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
wi - Wirtschaft
5
CREATES research paper
4
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion paper / Tinbergen Institute
4
Finance research letters
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
SpringerLink / Bücher
4
The European journal of finance
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
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Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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2
Life insurance liabilities at market value
Grosen, Anders
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607788
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3
Life insurance contracts with embedded options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607791
Saved in:
4
A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
Saved in:
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