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subject:"Black-Scholes model"
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Black-Scholes model
Option trading
14
Optionsgeschäft
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Option pricing theory
10
Optionspreistheorie
10
Hedging
4
Volatility
3
Volatilität
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Black-Scholes-Modell
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Derivat
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options
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Aktienindex
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AitSahlia, Farid
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Kim, Sol
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Runnemo, Andreas
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Journal of risk
International journal of theoretical and applied finance
22
Applied mathematical finance
11
Review of derivatives research
11
Computational economics
10
International journal of financial engineering
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The North American journal of economics and finance : a journal of financial economics studies
9
Quantitative finance
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Journal of mathematical finance
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Finance and stochastics
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Journal of economic dynamics & control
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Journal of banking & finance
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Journal of derivatives & hedge funds
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The journal of futures markets
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Asia-Pacific financial markets
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Finance research letters
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International journal of theoretical and applied finance : IJTAF
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Journal of risk and financial management : JRFM
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Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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European journal of operational research : EJOR
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Journal of econometrics
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Journal of emerging market finance
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Journal of financial economics
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Risks : open access journal
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The European journal of finance
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Working paper series / Centre for Practical Quantitative Finance
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Applied financial economics
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Cogent economics & finance
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Discussion paper / B
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Economic modelling
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Finanzmarkt und Portfolio-Management
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International review of economics & finance : IREF
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International review of financial analysis
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Pricing and hedging options with rollover parameters
Kim, Sol
- In:
Journal of risk
19
(
2017
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011747093
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2
A canonical optimal stopping problem for American options under a double exponential jump-diffusion model
AitSahlia, Farid
;
Runnemo, Andreas
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 85-100
Persistent link: https://www.econbiz.de/10003572533
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