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~subject:"stochastic volatility"
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stochastic volatility
Option pricing theory
38
Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Volatility
15
Volatilität
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Derivat
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Derivative
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Hedging
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Option trading
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Optionsgeschäft
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Theorie
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Theory
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Black-Scholes model
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Black-Scholes-Modell
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Control theory
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Incomplete market
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Kontrolltheorie
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Unvollkommener Markt
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mean-variance hedging
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Martingal
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Martingale
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Mathematical analysis
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Portfolio selection
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Portfolio-Management
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Time series analysis
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Zeitreihenanalyse
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option pricing
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ARCH model
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ARCH-Modell
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Asia
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Asian options
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Asien
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CAPM
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L´evy process
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Henderson, Vicky
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Howison, Sam
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Woerner, Jeannette H. C.
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CoFE discussion papers
Mathematical finance
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ECONIS (ZBW)
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Matched asymptotic expansions in financial engineering
Howison, Sam
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2005
Persistent link: https://www.econbiz.de/10009581648
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2
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
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3
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
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2002
Persistent link: https://www.econbiz.de/10009581661
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