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~person:"Bojarčenko, Svetlana I."
~person:"Boyarchenko, Svetlana"
~person:"Schoutens, Wim"
~subject:"Optionsgeschäft"
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Optionsgeschäft
Levy processes
7
Lévy processes
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Option pricing theory
4
Optionspreistheorie
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Barrier options
3
Option trading
3
Stochastic process
3
Stochastischer Prozess
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CGMY
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Bojarčenko, Svetlana I.
Boyarchenko, Svetlana
Schoutens, Wim
Levendorskij, Sergej Z.
4
Kirkby, J. Lars
2
Kyriakou, Ioannis
2
Arai, Takuji
1
Ballotta, Laura
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Annals of finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
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Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
2
Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
Saved in:
3
The [beta]-variance gamma model
Schoutens, Wim
;
Van Damme, Geert
- In:
Review of derivatives research
14
(
2011
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10009349988
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