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~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Dissertation u.a. Prüfungsschriften"
~type_genre:"Dissertation"
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Option pricing theory
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Optionsgeschäft
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Optionspreistheorie
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Stochastischer Prozess
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Volatility
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Volatilität
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Characteristic function approximations
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
Working paper / National Bureau of Economic Research, Inc.
30
Research paper series / Swiss Finance Institute
28
Swiss Finance Institute Research Paper
20
Discussion paper / Center for Economic Research, Tilburg University
12
Discussion paper / Tinbergen Institute
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Discussion paper / Centre for Economic Policy Research
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CREATES research paper
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Mathematical finance
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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CFS working paper series
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LSF research working paper series
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Les cahiers de recherche / HEC Paris
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Finance and economics discussion series
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SFB 649 discussion paper
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Discussion paper series / LSE Financial Markets Group
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
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Documentos de trabajo / Banco de España, Servicio de Estudios
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Executive compensation and shareholder value : theory and evidence
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Financial derivatives : pricing and risk management
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Global COE Hi-Stat discussion paper series
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Numerical methods in finance : Bordeaux, June 2010
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Report / Erasmus Center for Financial Research, Erasmus University
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Rotman School of Management working paper / University of Toronto Rotman School of Management
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The handbook of fixed income securities
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Working papers / Bank for International Settlements
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Working papers / Lancaster University Management School
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Working papers / Rodney L. White Center for Financial Research
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
3
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Option pricing in affine generalized Merton models
Bayer, Christian
;
Schoenmakers, John
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 219-239)
.
2016
Persistent link: https://www.econbiz.de/10011800363
Saved in:
2
Discrete-time quadratic hedging of barrier options in exponential Lévy model
Černý, Aleš
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 257-275)
.
2016
Persistent link: https://www.econbiz.de/10011800380
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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