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subject:"Stochastischer Prozess"
~isPartOf:"Finance and stochastics"
~type_genre:"Article in journal"
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Search: subject_exact:"Arbitrage pricing"
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Stochastischer Prozess
Arbitrage Pricing
33
Arbitrage pricing
33
Theorie
27
Theory
27
Martingal
10
Martingale
10
Transaction costs
10
Transaktionskosten
10
Option pricing theory
9
Optionspreistheorie
9
Arbitrage
7
Portfolio selection
7
Portfolio-Management
7
CAPM
6
Yield curve
5
Zinsstruktur
5
Financial economics
4
Kapitalmarkttheorie
4
Stochastic process
4
Hedging
3
Incomplete market
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Mathematical programming
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Mathematische Optimierung
3
Unvollkommener Markt
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Volatility
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Volatilität
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Black-Scholes model
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Black-Scholes-Modell
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Bubbles
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Fundamental theorem of asset pricing
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Interest rate derivative
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Risiko
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Risk
2
Spekulationsblase
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Zinsderivat
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Arbitrage-free approximations
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Arbitrage-free pricing
1
Asymptotic arbitrage
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Bewertung
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Article in journal
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Appleby, John A. D.
1
Björk, Tomas
1
Hult, Henrik
1
Peskir, Goran
1
Riedle, Markus
1
Rochlin, Dmitri B.
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Swords, Catherine
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Finance and stochastics
International journal of theoretical and applied finance
4
Mathematics and financial economics
4
The journal of computational finance
2
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European financial management : the journal of the European Financial Management Association
1
Insurance / Mathematics & economics
1
Journal of economic dynamics & control
1
Journal of economics and finance
1
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
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Bubbles and crashes in a black-scholes model with delay
Appleby, John A. D.
;
Riedle, Markus
;
Swords, Catherine
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009682292
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2
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
3
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas
;
Hult, Henrik
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
Saved in:
4
The Russian option : finite horizon
Peskir, Goran
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 251-267
Persistent link: https://www.econbiz.de/10002747193
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