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type_genre:"Hochschulschrift"
~subject:"Option pricing theory"
~subject:"USA"
~subject:"Zinsstruktur"
~type_genre:"Bibliografie enthalten"
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Search: subject_exact:"Stochastisches Modell"
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Option pricing theory
USA
Zinsstruktur
Stochastischer Prozess
462
Stochastic process
460
Theorie
351
Theory
351
Optionspreistheorie
89
Stochastisches Modell
74
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71
Schätzung
63
Deutschland
62
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33
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Hochschulschrift
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2,297
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2,297
Graue Literatur
572
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Demmel, Roland
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Adam, Michael
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Adam, Michael E. H.
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Andres, Peter
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Avdiu, Kujtim
1
Bardenhewer, Martin Maria
1
Becherer, Dirk
1
Begtasevic, Miriam
1
Blix, Magnus
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Bär, Jürgen
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Bäurle, Gregor
1
Bönte, Gunnar
1
Büsser, Ralf
1
Dahlbokum, Achim
1
Dankenbring, Henning
1
Darius, Dries
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Dorfleitner, Gregor
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Düllmann, Klaus
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Edwards, Craig Steven
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Elhouar, Mikael
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Endres, Sylvia
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Enge, Thomas
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Feng, Liming
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Fouque, Jean-Pierre
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Frost, Daniel Allen
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Hafner, Reinhold
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Ho, Tak Yui
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Verlag Dr. Hut <München>
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Lecture notes in economics and mathematical systems : LNEMS
10
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Reihe Quantitative Ökonomie : Ökon
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Dissertation.de
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Reihe: Finanzierung, Kapitalmarkt und Banken
2
Akademische Abhandlungen zur Statistik
1
Bank- und finanzwirtschaftliche Forschungen
1
Betriebswirtschaftliche Studien
1
CentER dissertation series / Center for Economic Research, Tilburg University : CDS
1
Contributions to Management Science
1
Dissertation Series CentER
1
Europäische Hochschulschriften / 5
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1
Gabler Edition Wissenschaft / Empirical finance / Empirische Finanzmarktforschung
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Gabler Research
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Gabler-Edition Wissenschaft / Empirische Finanzmarktforschung
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Karlsruher Reihe
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Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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Risikomanagement und Finanzcontrolling
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Studies in contemporary economics
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Tinbergen Institute research series
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Volkswirtschaftliche Analysen
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Wirtschaftswissenschaftliche Beiträge
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ECONIS (ZBW)
117
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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
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2
Monte Carlo simulation of boundary crossing probabilities with applications to finance and statistics
Gür, Sercan
-
2019
Persistent link: https://www.econbiz.de/10012197036
Saved in:
3
Pricing interest rate, dividend, and equity risk
Willems, Sander
-
2019
Persistent link: https://www.econbiz.de/10012198741
Saved in:
4
The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
-
2019
Persistent link: https://www.econbiz.de/10012173134
Saved in:
5
Simulations on Lévy subordinators and Lévy driven contagion models
Qu, Yan
-
2019
Persistent link: https://www.econbiz.de/10012533229
Saved in:
6
Essays on mixed hitting-time models
Yu, Yifan
-
2019
Persistent link: https://www.econbiz.de/10011992183
Saved in:
7
Options trading strategies and equity risk premia
Tedeschini, Davide
-
2018
Persistent link: https://www.econbiz.de/10011939978
Saved in:
8
Hourly price forward curves for electricity markets : construction, dynamics and stochastics
Saethero, Audun Sviland
-
2018
Persistent link: https://www.econbiz.de/10012260226
Saved in:
9
On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
-
2018
Persistent link: https://www.econbiz.de/10012533193
Saved in:
10
Calibration, filtering and hedging : non-linear information processing in mathematical finance
Gonon, Lukas
-
2018
Persistent link: https://www.econbiz.de/10012249961
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