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~isPartOf:"Discussion paper / B"
~isPartOf:"Discussion paper / ICMA Centre, Henley Business School, University of Reading"
~person:"Alexander, Carol"
~person:"Sandmann, Klaus"
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Search: subject_exact:"Optionsbewertung"
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Option pricing theory
11
Optionspreistheorie
11
Stochastic process
3
Stochastischer Prozess
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Portfolio selection
2
Portfolio-Management
2
Real options analysis
2
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Alexander, Carol
Sandmann, Klaus
Frey, Rüdiger
7
Leisen, Dietmar
5
Prokopczuk, Marcel
5
Schweizer, Martin
5
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4
Aase Nielsen, Jørgen
3
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3
Sondermann, Dieter
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1
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1
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1
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1
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion paper / B
Discussion paper / ICMA Centre, Henley Business School, University of Reading
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ECONIS (ZBW)
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1
Risk-adjusted valuation of the real option to invest
Alexander, Carol
;
Chen, Xi
;
Ward, Charles W. R.
-
2014
Persistent link: https://www.econbiz.de/10010528435
Saved in:
2
A general approach to real option valuation with applications to real estate investments
Alexander, Carol
;
Chen, Xi
-
2012
Persistent link: https://www.econbiz.de/10009722151
Saved in:
3
Stochastic volatility jump-diffusions for equity index dynamics
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375864
Saved in:
4
Does model fit matter for hedging? : evidence from FTSE 100 options
Alexander, Carol
;
Kaeck, Andreas
-
2010
Persistent link: https://www.econbiz.de/10009375867
Saved in:
5
Asian exchange rate options under stochastic interest rates : pricing as a sum of delayed payment options
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1998
Persistent link: https://www.econbiz.de/10001387512
Saved in:
6
The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen
-
1995
Persistent link: https://www.econbiz.de/10000922816
Saved in:
7
Security linked life policies under stochastic interest rates
Aase Nielsen, Jørgen
;
Sandmann, Klaus
-
1995
Persistent link: https://www.econbiz.de/10000926601
Saved in:
8
The direct approach to dept option pricing
Rady, Sven
;
Sandmann, Klaus
-
1993
-
Rev. version 1993
Persistent link: https://www.econbiz.de/10000348454
Saved in:
9
The direct approach to dept option pricing
Rady, Sven
-
1992
Persistent link: https://www.econbiz.de/10000840390
Saved in:
10
A term structure model and the pricing of interest rate options
Sandmann, Klaus
;
Sondermann, Dieter
-
1989
Persistent link: https://www.econbiz.de/10000781468
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