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~isPartOf:"Discussion paper / B"
~subject:"Option pricing theory"
~type_genre:"Forschungsbericht"
~type_genre:"Kongress"
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Search: "Inflation" OR "IMF" OR "Stabilization policy" OR "Inflation targeting" OR "Monetary target" OR "Impact analysis" OR "Germany"
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Option pricing theory
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Frey, Rüdiger
5
Sandmann, Klaus
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Sommer, Daniel
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Aase Nielsen, Jørgen
2
Leisen, Dietmar
2
Abbink, Klaus
1
Kuon, Bettina
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Laurent, Jean-Paul
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Discussion paper / B
Arbeitspapiere zur mathematischen Wirtschaftsforschung
1
Lecture notes in economics and mathematical systems : LNEMS
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ECONIS (ZBW)
14
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1
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
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2
The pricing of derivatives on assets with quadratic volatility
Zühlsdorff, Christian
-
1999
Persistent link: https://www.econbiz.de/10001367775
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3
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
4
Building a consistent pricing model from observed option prices
Laurent, Jean-Paul
;
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10001355935
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
Pricing and hedging of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
-
1997
Persistent link: https://www.econbiz.de/10000954639
Saved in:
7
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000974834
Saved in:
8
The pricing and hedging of options in finitely elastic markets
Frey, Rüdiger
-
1996
Persistent link: https://www.econbiz.de/10000939781
Saved in:
9
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946123
Saved in:
10
An experimental investigation of the option pricing approach
Abbink, Klaus
-
1996
Persistent link: https://www.econbiz.de/10000986502
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