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~isPartOf:"Applied mathematical finance"
~source:"econis"
~subject:"Risk"
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Option trading
54
Optionsgeschäft
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Optionspreistheorie
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Applied mathematical finance
Review of derivatives research
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Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
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2
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
3
American options under uncertain volatility
Smith, Adam T.
- In:
Applied mathematical finance
9
(
2002
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001695122
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