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~person:"Jarrow, Robert A."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Systematic review"
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Search: subject_exact:"Black-Scholes-Modell"
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Black-Scholes model
8
Black-Scholes-Modell
8
Theorie
7
Theory
7
Option pricing theory
4
Optionspreistheorie
4
Derivat
2
Derivative
2
1995-1998
1
Arbitrage Pricing
1
Arbitrage pricing
1
Bayes-Statistik
1
Bayesian inference
1
Bid-ask spread
1
Börsengang
1
Erwartungsbildung
1
Expectation formation
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Geld-Brief-Spanne
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Greece
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Griechenland
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Hedging
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Incomplete market
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Initial public offering
1
Liquidity
1
Liquidität
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Market microstructure
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Marktmikrostruktur
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Modellierung
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Myron S. Scholes
1
Risiko
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Risk
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Robert C. Merton
1
Scientific modelling
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Stochastic process
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Stochastischer Prozess
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USA
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Jarrow, Robert A.
Câmara, António
8
Madan, Dilip B.
8
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8
Carr, Peter
6
Elliott, Robert J.
6
Ko, Bangwon
5
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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3
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3
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3
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3
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Review of derivatives research
2
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic surveys
1
Journal of financial education
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
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ECONIS (ZBW)
8
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1
The dangers of calibration and hedging the Greeks in option pricing
Chatterjea, Arkadev
;
Jarrow, Robert A.
- In:
Journal of financial education
38
(
2012
)
1/2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009615610
Saved in:
2
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
3
Large traders, hidden arbitrage, and complete markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2803-2820
Persistent link: https://www.econbiz.de/10003121053
Saved in:
4
Bayesian analysis of contingent claim model error
Jacquier, Eric
;
Jarrow, Robert A.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 145-180
Persistent link: https://www.econbiz.de/10001437752
Saved in:
5
In honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes : a partial differential equation that changed the world
Jarrow, Robert A.
- In:
The journal of economic perspectives : EP ; a journal …
13
(
1999
)
4
,
pp. 229-248
Persistent link: https://www.econbiz.de/10001431055
Saved in:
6
Options markets, self-fulfilling prophecies, and implied volatilities
Cherian, Joseph A.
- In:
Review of derivatives research
2
(
1998
)
1
,
pp. 5-37
Persistent link: https://www.econbiz.de/10001250192
Saved in:
7
Option pricing using a binomial model with random time steps (a formal model of gamma hedging)
Dengler, Heike
- In:
Review of derivatives research
1
(
1996
)
2
,
pp. 107-138
Persistent link: https://www.econbiz.de/10001218120
Saved in:
8
Option pricing and implicit volatilities
Jarrow, Robert A.
- In:
Journal of economic surveys
3
(
1989
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10001072609
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