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type_genre:"Arbeitspapier"
~subject:"Derivative"
~type_genre:"CD-ROM, DVD"
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Search: subject_exact:"Black-Scholes option pricing model"
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Self-pricing options
Edelman, David
-
2023
Persistent link: https://www.econbiz.de/10014477093
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2
Endogenous option pricing
Gamba, Andrea
;
Saretto, Alessio
-
2022
Persistent link: https://www.econbiz.de/10013170529
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3
Commodity option pricing efficiency before black scholes merton
Chambers, David
-
2019
Persistent link: https://www.econbiz.de/10012194325
Saved in:
4
The pricing kernel density : the case of the information that did not bark
Sala, Carlo
;
Barone-Adesi, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011506353
Saved in:
5
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
6
Pricing financial derivatives with inprecise input parameters
Ehlers, Manuel
-
2008
Persistent link: https://www.econbiz.de/10003781027
Saved in:
7
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Oztukel, Asli
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582829
Saved in:
8
Building a boundary object : the evolution of financial risk management
Millo, Yuval
(
contributor
);
Mackkenzie, Donald
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003594371
Saved in:
9
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
10
Price and volume effects associated with listings and expirations of derivative warrants on the stock exchange of Hong Kong
Wei, K. C. John
;
Chan, Yue-cheong
-
1997
Persistent link: https://www.econbiz.de/10000977568
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