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subject:"Währungsrisiko"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~source:"econis"
~subject:"Option trading"
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Währungsrisiko
Option trading
Currency option
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Devisenoption
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Option pricing theory
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Optionsgeschäft
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Optionspreistheorie
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Black-Scholes model
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Black-Scholes-Modell
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Currency derivative
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Exchange option
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Exchange rate
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Free boundary
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Installment option
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Lag model
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Lagged
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Mean-reversion
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Optimal stopping problem
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Stochastischer Prozess
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Campani, Carlos Heitor
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Jeon, Junkee
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The North American journal of economics and finance : a journal of financial economics studies
Economia internazionale
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Australasian accounting business and finance journal : AABF
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
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Corporate strategies : new age weapons for excellence
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Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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International journal of central banking : IJCB
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International review of economics & finance : IREF
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Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
Saved in:
2
Volatility smiles when information is lagged in prices
Marcato, Gianluca
;
Sebehela, Tumellano
;
Campani, Carlos …
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 151-165
Persistent link: https://www.econbiz.de/10012036614
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