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~person:"Holtrode, Rainer"
~subject:"European quanto derivatives"
~subject:"Stochastischer Prozess"
~type_genre:"Conference paper"
~type_genre:"Hochschulschrift"
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European quanto derivatives
Stochastischer Prozess
Aktienkurs
1
Aktienoption
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Black-Scholes model
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Black-Scholes-Modell
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Börsenkurs
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Call-Option
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Hedging
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Option pricing theory
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Optionspreistheorie
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Share price
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Stochastic process
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Volatility
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Holtrode, Rainer
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Bär, Jürgen
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Reihe Quantitative Ökonomie : Ökon
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Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001498200
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