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~isPartOf:"Discussion paper / ICMA Centre, Henley Business School, University of Reading"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
~person:"Alexander, Carol"
~person:"Sandmann, Klaus"
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Search: subject_exact:"Optionsbewertung"
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Option pricing theory
5
Optionspreistheorie
5
Hedging
2
Real options analysis
2
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2
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1
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1
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1
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Alexander, Carol
Sandmann, Klaus
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Chen, Xi
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
Mathematical finance : an international journal of mathematics, statistics and financial economics
Discussion paper / B
7
Applied mathematical finance
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The Wiley Finance Ser
2
The journal of futures markets
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
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Henley University ICMA Centre Discussion Paper in Finance
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ICMA Centre Discussion Papers in Finance DP2009-05
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Journal of financial and quantitative analysis : JFQA
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Oberwolfach
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Special issue on insurance and financial risk management
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Springer eBook Collection / Mathematics and Statistics
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The Geneva papers on risk and insurance theory
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The Wiley Finance Series
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The handbook of commodity investing
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University of Reading Henley Business School ICMA Centre Discussion Paper in Finance
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ECONIS (ZBW)
5
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Crypto quanto and inverse options
Alexander, Carol
;
Chen, Ding
;
Imeraj, Arben
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10014370619
Saved in:
2
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:
3
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:
4
Stochastic volatility jump-diffusions for equity index dynamics
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375864
Saved in:
5
Does model fit matter for hedging? : evidence from FTSE 100 options
Alexander, Carol
;
Kaeck, Andreas
-
2010
Persistent link: https://www.econbiz.de/10009375867
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