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~isPartOf:"Mathematical methods of operations research"
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Option pricing theory
68
Optionspreistheorie
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Theorie
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Stochastischer Prozess
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Volatility
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Volatilität
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Wang, Janchung
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Campi, Luciano
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Kentia Tonleu, Klébert
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Applied financial economics
Mathematical methods of operations research
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
International journal of theoretical and applied finance
22
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8
Asia-Pacific financial markets
6
Research paper series / Swiss Finance Institute
6
European journal of operational research : EJOR
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International journal of financial engineering
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Hedging under generalized good-deal bounds and model uncertainty
Becherer, Dirk
;
Kentia Tonleu, Klébert
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 171-214
Persistent link: https://www.econbiz.de/10011714399
Saved in:
2
Utility indifference pricing and hedging for structured contracts in energy markets
Callegaro, Giorgia
;
Campi, Luciano
;
Giusto, Valeria
; …
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 265-303
Persistent link: https://www.econbiz.de/10011714437
Saved in:
3
Convex hedging of non-superreplicable claims in discrete-time market models
Tkalinski, Tomasz J.
- In:
Mathematical methods of operations research
79
(
2014
)
2
,
pp. 239-252
Persistent link: https://www.econbiz.de/10010347953
Saved in:
4
Degree of market imperfections : evidence from four Asian index futures markets
Wang, Janchung
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1233-1246
Persistent link: https://www.econbiz.de/10003760260
Saved in:
5
Simulating convertible bond arbitrage portfolios
Hutchinson, Mark C.
;
Gallagher, Liam
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1247-1262
Persistent link: https://www.econbiz.de/10003760264
Saved in:
6
The relative entropy in CGMY processes and its applications to finance
Kim, Young Shin
;
Lee, Jeong Hyun
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10003564151
Saved in:
7
Degree of market imperfection and the pricing of stock index futures
Wang, Janchung
;
Hsu, Hsinan
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10003291890
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