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language:"slv"
type:"book"
~language:"eng"
~language:"grc"
~person:"Kallsen, Jan"
~type_genre:"Hochschulschrift"
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Theorie
4
Theory
4
Option pricing theory
2
Optionspreistheorie
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Portfolio selection
2
Portfolio-Management
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Aktienoption
1
Bid-ask spread
1
Derivat
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Derivative
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Fixed transaction costs
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Geld-Brief-Spanne
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Hedging
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Martingal
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Martingale
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Optimal investment and pricing
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Portfolio-Optimierung
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Stochastic process
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Stochastischer Prozess
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Stock option
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asymptotic expansions
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proportionale Transaktionskosten
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Slovenian
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Ancient Greek (to 1453)
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Kallsen, Jan
Lux, Thomas
21
Quaas, Martin F.
8
Requate, Tilman
8
Janeba, Eckhard
7
Sibbertsen, Philipp
7
Snower, Dennis J.
7
Bröcker, Johannes
6
Herwartz, Helmut
6
Illing, Gerhard
6
Weber, Jürgen
6
Bettzüge, Marc Oliver
5
Blaufus, Kay
5
Edenhofer, Ottmar
5
Herrmann, Andreas
5
Liesenfeld, Roman
5
Müller-Stewens, Günter
5
Rehdanz, Katrin
5
Sadrieh, Abdolkarim
5
Sass, Jörn
5
Schmidt, Klaus M.
5
Schnitzer, Monika
5
Sliwka, Dirk
5
Straubhaar, Thomas
5
Winter, Joachim
5
Wolters, Maik H.
5
Arnold, Lutz
4
Bizer, Kilian
4
Demetrescu, Matei
4
Gassmann, Oliver
4
Högl, Martin
4
Kneib, Thomas
4
Meckel, Miriam
4
Mittnik, Stefan
4
Petrick, Martin
4
Raff, Horst
4
Rockenbach, Bettina
4
Rottke, Nico
4
Rudolf, Markus
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Schwager, Robert
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Christian-Albrechts-Universität zu Kiel
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ECONIS (ZBW)
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Portfolio optimization in arbitrary dimensions in the presence of small bid-ask spreads
Mikheev, Sergej
-
2017
Persistent link: https://www.econbiz.de/10012193877
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2
Optimal investment and utility indifference pricing in the presence of small fixed transaction costs
Feodoria, Mark-Roman
-
2016
Persistent link: https://www.econbiz.de/10012388607
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3
The Heath-Jarrow-Morton approach for modelling stock options
Krühner, Paul
-
2012
Persistent link: https://www.econbiz.de/10009549758
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4
Hedging in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
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