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Search: subject_exact:"Option pricing theory"
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Option pricing theory
74
Optionspreistheorie
74
Stochastic process
29
Stochastischer Prozess
29
Theorie
28
Theory
28
Volatility
24
Volatilität
24
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18
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option pricing
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stochastic volatility
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74
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Howison, Sam
11
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Sandmann, Klaus
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Leisen, Dietmar
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2
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2
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2
Rady, Sven
2
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2
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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87
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57
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57
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54
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50
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ECONIS (ZBW)
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A sequential quadratic programming method for volatility estimation in option pricing
Düring, Bertram
(
contributor
);
Jüngel, Ansgar
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003365267
Saved in:
2
Matched asymptotic expansions in financial engineering
Howison, Sam
-
2005
Persistent link: https://www.econbiz.de/10009581648
Saved in:
3
Option pricing : real and risk-neutral distributions
Kōnstantinidēs, Giōrgos
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003221993
Saved in:
4
Bermudan options
Howison, Sam
-
2005
Persistent link: https://www.econbiz.de/10009582367
Saved in:
5
Barrier options
Howison, Sam
;
Mario Steinberg
-
2005
Persistent link: https://www.econbiz.de/10009582368
Saved in:
6
High dimensional radial barrier options
Firth, N. P.
;
Dewynne, Jeff N.
-
2004
Persistent link: https://www.econbiz.de/10009581649
Saved in:
7
An asymptotic analysis of an American call option with small volatility
Firth, N. P.
;
Dewynne, Jeff N.
;
Chapman, S. Jonathan
-
2004
Persistent link: https://www.econbiz.de/10009581650
Saved in:
8
Purely discontinuous Lévy processes and power variation : inference for integrated volatility and the scale parameter
Woerner, Jeannette H. C.
-
2003
Persistent link: https://www.econbiz.de/10009581651
Saved in:
9
An option pricing formula for the GARCH diffusion model
Barone-Adesi, Giovanni
;
Rasmussen, Henrik
;
Ravanelli, …
-
2003
Persistent link: https://www.econbiz.de/10009581652
Saved in:
10
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
-
2003
Persistent link: https://www.econbiz.de/10009581653
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