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~person:"Dorfleitner, Gregor"
~person:"Rieken, Sascha"
~subject:"Option pricing theory"
~subject:"Strategie"
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Option pricing theory
Strategie
Index futures
15
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15
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11
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11
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9
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1992-1995
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Dorfleitner, Gregor
Rieken, Sascha
Linders, Daniël
7
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7
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6
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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2
Arbeitspapiere zur mathematischen Wirtschaftsforschung
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International review of financial analysis
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OR-Spektrum : quantitative approaches in management
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ECONIS (ZBW)
9
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1
The influence of taxes on the DAX futures market : some recent developments
Bamberg, Günter
;
Dorfleitner, Gregor
- In:
German financial markets and institutions: selected studies
,
(pp. 191-203)
.
2002
Persistent link: https://www.econbiz.de/10001705551
Saved in:
2
Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets
Mittnik, Stefan
;
Rieken, Sascha
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 405-424
Persistent link: https://www.econbiz.de/10001500108
Saved in:
3
Put-call parity and the informational efficiency of the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
- In:
International review of financial analysis
9
(
2000
)
3
,
pp. 259-279
Persistent link: https://www.econbiz.de/10001543516
Saved in:
4
Lower-boundary violations and market efficiency : evidence from the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
-
1999
Persistent link: https://www.econbiz.de/10001410538
Saved in:
5
Zum Glattstellen von Index-Futures : Empirie und stochastische Modelle unter besonderer Berücksichtigung des DAX-Futures
Dorfleitner, Gregor
-
1999
Persistent link: https://www.econbiz.de/10001364401
Saved in:
6
Ein Modell zur Analyse des Limitorder-Tradings in Index-Futures-Märkten
Bamberg, Günter
;
Dorfleitner, Gregor
- In:
OR-Spektrum : quantitative approaches in management
21
(
1999
)
1/2
,
pp. 239-257
Persistent link: https://www.econbiz.de/10001411565
Saved in:
7
Option pricing using subordinated and infinitely divisible return processes : an empirical analysis of the German DAX-index options market
Rieken, Sascha
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001440110
Saved in:
8
Put-call parity and the informational efficiency of the German DAX-index option market
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410598
Saved in:
9
Ein Modell zur Analyse des frühzeitigen Glattstellens von DAX-Futures per Limitorder
Bamberg, Günter
-
1996
Persistent link: https://www.econbiz.de/10013453107
Saved in:
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