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~person:"Aboura, Sofiane"
~person:"Cao, Lingyan"
~subject:"Statistische Verteilung"
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Statistische Verteilung
Black-Scholes model
2
Black-Scholes-Modell
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Statistical distribution
2
European-style option pricing
1
Hedging
1
Option pricing theory
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Option trading
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Aboura, Sofiane
Cao, Lingyan
Carr, Peter
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Mora-Valencia, Andrés
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Journal of derivatives & hedge funds
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The international journal of business and finance research : IJBFR
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Option pricing with a dynamic fat-tailed model
Aboura, Sofiane
;
Valeyre, Sebastien
;
Wagner, Niklas F.
- In:
Journal of derivatives & hedge funds
20
(
2014
)
3
,
pp. 131-155
Persistent link: https://www.econbiz.de/10010462976
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2
A comparison of delta hedging under two price distribution assumptions by likelihood ratio
Cao, Lingyan
;
Guo, Zheng-feng
- In:
The international journal of business and finance …
6
(
2012
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10009389689
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