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~person:"Howison, Sam"
~person:"Platen, Eckhard"
~subject:"Messung"
~subject:"Risk"
~subject:"Volatility"
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Search: subject_exact:"Derivatives Finanzinstrument"
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13
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Howison, Sam
Platen, Eckhard
Benth, Fred Espen
16
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13
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12
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10
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8
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8
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8
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7
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7
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7
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7
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7
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7
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7
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7
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7
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6
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6
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6
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6
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5
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5
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5
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5
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4
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2
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1
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1
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ECONIS (ZBW)
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1
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
2
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009675074
Saved in:
3
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
Saved in:
4
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
5
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
6
Matched asymptotic expansions in financial engineering
Howison, Sam
-
2005
Persistent link: https://www.econbiz.de/10009581648
Saved in:
7
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
-
2003
Persistent link: https://www.econbiz.de/10009581653
Saved in:
8
A note on the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, A.
;
Rasmussen, H. O.
-
2001
Persistent link: https://www.econbiz.de/10009581664
Saved in:
9
Trading volume in models of financial derivatives
Howison, Sam
;
Lamper, David
-
2000
Persistent link: https://www.econbiz.de/10009581670
Saved in:
10
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
- In:
Applied mathematical finance
11
(
2004
)
4
,
pp. 317-346
Persistent link: https://www.econbiz.de/10002458545
Saved in:
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