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~language:"eng"
~subject:"EU-Staaten"
~subject:"Volatilität"
~type_genre:"Book section"
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
12
Pricing decisions in the euro area : how firms set prices and why
6
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Financial engineering
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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Road congestion pricing in Europe : implications for the United States
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Application of operations research to financial markets
2
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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2
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2
Dimensions of competitiveness
2
Essays in systematic asset pricing
2
Forecasting volatility in the financial markets
2
Handbook of financial time series
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Handbook of the equity risk premium
2
Microsoft on trial : legal and economic analysis of a transatlantic antitrust case
2
Network connectivity, systematic and systemic risk
2
Optimising strategies in the air transport business : survival of the fittest?
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Recent developments in antitrust : theory and evidence
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Regulatory reform of railways in Russia
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Risk management and value : valuation and asset price
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Social costs and sustainable mobility : strategies and experiences in Europe and the United States ; with 40 figures and 39 tables
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Tax Treaties and EC law
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Telecommunication markets : drivers and impediments
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Transfer pricing manual
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Advanced mathematical methods for finance
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African emerging markets ; Vol. 1
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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Asia Pacific financial markets in comparative perspective : issues and implications for the 21st century
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Calmer les prix : l'inflation en Europe dans les années 1970
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Competition Policy in Network Industries
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Competition on the internet : [... conference titled "Competition on the Internet" organized in February, 2013, in Munich]
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ECONIS (ZBW)
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1
Probability-free models in option
pricing
: statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
2
A general theory of option
pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
3
Leveraged ETPs across asset classes
Tosi, Adriano
- In:
Essays in systematic asset pricing
,
(pp. 149-194)
.
2019
Persistent link: https://www.econbiz.de/10012103532
Saved in:
4
Generic competition and price regulation in pharmaceuticals : evidence from the European Union
Tuncay, Berna
- In:
Dynamic optics in economics : quantitative, …
,
(pp. 221-240)
.
2020
Persistent link: https://www.econbiz.de/10013040759
Saved in:
5
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
6
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
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7
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
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8
Inflation co-movement across countries in multi-maturity term structure: an arbitrage-free approach
Chen, Shi
- In:
Econometric measures of financial risk in high dimensions
,
(pp. 63-89)
.
2017
Persistent link: https://www.econbiz.de/10011913346
Saved in:
9
The impact of network connectivity on factor exposures, asset
pricing
and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
Network connectivity, systematic and systemic risk
,
(pp. 9-51)
.
2018
Persistent link: https://www.econbiz.de/10012305837
Saved in:
10
Guiding the transition: design challenges in decarbonising electricity markets
Gerres, Timo
;
Chaves, José Pablo
;
Martín, Francisco
; …
- In:
Handbook on the economics of renewable energy
,
(pp. 179-204)
.
2023
Persistent link: https://www.econbiz.de/10014333496
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