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subject:"Volatility"
~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
~subject:"Zinsderivat"
~type_genre:"Konferenzbeitrag"
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Volatility
Zinsderivat
Yield curve
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Zinsstruktur
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Option pricing theory
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Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Derivat
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Affine LIBOR models
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Large financial markets
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Lévy processes
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Martingal
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Martingale
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Numéraire
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Option trading
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Computational Management Science : CMS
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International journal of theoretical and applied finance
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A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
2
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
3
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
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