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~institution:"Econometric Society"
~institution:"University of Bonn, Germany"
~person:"Sandmann, Klaus"
~subject:"Binomialmodell"
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Binomialmodell
Asian option
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Monte Carlo simulations
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forward risk adjusted measure
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Down-and-out Call
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life insurance
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Sandmann, Klaus
Reimer, Matthias
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Econometric Society
University of Bonn, Germany
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Discussion Paper Serie B
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Down-and-out Call - Bewertungstheorie, numerische Verfahren und Simulationsstudie
Reimer, Matthias
;
Sandmann, Klaus
-
University of Bonn, Germany
-
1993
-Scholes Ansatz ergibt, wird ein Binomialmodell hergeleitet und das
Monte
-Carlo Verfahren angewandt. Die beiden letzteren …
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