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subject:"Test"
~subject:"Option pricing theory"
~type_genre:"Accompanied by computer file"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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Test
Option pricing theory
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Dai, Min
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Duffie, Darrell
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Mathematical finance : an international journal of mathematics, statistics and financial theory
185
Finance and stochastics
106
International journal of theoretical and applied finance
103
The journal of derivatives : the official publication of the International Association of Financial Engineers
90
The journal of futures markets
69
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Journal of banking & finance
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The journal of real estate finance and economics
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Journal of financial economics
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Finance : revue de l'Association Française de Finance
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Europäische Hochschulschriften / 5
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Asia-Pacific financial markets
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
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Journal of econometrics
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Lecture notes in economics and mathematical systems : LNEMS
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Mathematical methods of operations research
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Journal of international money and finance
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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Applied financial economics
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European finance review : the official journal of the European Finance Association
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European financial management : the journal of the European Financial Management Association
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Finanzmarkt und Portfolio-Management
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Gabler-Edition Wissenschaft
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American journal of agricultural economics
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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ECONIS (ZBW)
2,102
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1
Excursion theory and local times for Bessel and Brownian Diffusions with applications to credit risk
Zhu, Xiaolin
-
2020
Persistent link: https://www.econbiz.de/10012533135
Saved in:
2
A theory of equivalent expectation measures for contingent claim returns
Nawalkha, Sanjay K.
;
Zhuo, Xiaoyang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2853-2906
Persistent link: https://www.econbiz.de/10013396297
Saved in:
3
On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
-
2018
Persistent link: https://www.econbiz.de/10012533193
Saved in:
4
Performancemessung von Optionsportfolios und deren Anwendung zur Margenschätzung bei strukturierten Finanzprodukten
Wessels, Sebastian
-
2021
Persistent link: https://www.econbiz.de/10012584118
Saved in:
5
Application of the Heath-Platen estimator in pricing barrier and bond options
Coskun, Sema
-
2017
Persistent link: https://www.econbiz.de/10012213709
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6
A bound on expected stock returns
Kadan, Ohad
;
Tang, Xiaoxiao
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1565-1617
Persistent link: https://www.econbiz.de/10012198410
Saved in:
7
Testing identification strength
Antoine, Bertille
;
Renault, Eric
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
Saved in:
8
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
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9
U-shaped pricing kernel, volatility and expected option returns
Sichert, Tobias Florian
-
2020
Persistent link: https://www.econbiz.de/10012302060
Saved in:
10
CFDs, forwards, futures and the cost-of-carry
Foster, F. Douglas
;
Lee, Adrian D.
;
Liu, Wai-man
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 183-198
Persistent link: https://www.econbiz.de/10012133649
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