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~isPartOf:"CoFE discussion papers"
~isPartOf:"Mathematical finance"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~type:"book"
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Search: subject_exact:"Option pricing theory"
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Option pricing theory
71
Optionspreistheorie
71
Theorie
27
Theory
27
Volatility
23
Volatilität
23
Stochastic process
22
Stochastischer Prozess
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Control theory
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mean-variance hedging
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Mathematical analysis
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option pricing
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Howison, Sam
11
Kohlmann, Michael
6
Henderson, Vicky
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Wilmott, Paul
5
Barndorff-Nielsen, Ole E.
3
Christensen, Bent Jesper
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Hobson, David G.
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Løchte Jørgensen, Peter
3
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3
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2
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2
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2
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2
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2
Hubalek, Friedrich
2
Lamper, David
2
Peskir, Goran
2
Rasmussen, Henrik
2
Shephard, Neil G.
2
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2
Ahn, Hyungsok
1
Asmussen, Søren
1
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1
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Feng, Yuanhua
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Centre for Analytical Finance <Århus>
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CoFE discussion papers
Mathematical finance
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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87
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57
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57
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50
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15
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ECONIS (ZBW)
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1
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
Saved in:
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