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~person:"Touzi, Nizar"
~subject:"Index-Futures"
~subject:"Optionspreistheorie"
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Index-Futures
Optionspreistheorie
Hedging
10
Theorie
8
Theory
8
Option pricing theory
6
Transaction costs
4
Transaktionskosten
4
Derivat
2
Derivative
2
Electric power industry
2
Elektrizitätswirtschaft
2
Risikoprämie
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Spotmarkt
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Kapitalmarkttheorie
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Option trading
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Optionsgeschäft
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Touzi, Nizar
Hull, John
25
Melʹnikov, Aleksandr V.
14
Engle, Robert F.
13
Madan, Dilip B.
13
Rosenberg, Joshua V.
12
Alexander, Carol
11
Schoutens, Wim
11
Hess, Markus
10
Kohlmann, Michael
10
Kallsen, Jan
9
Korn, Olaf
9
Platen, Eckhard
9
Soner, Halil Mete
9
Černý, Aleš
9
Carr, Peter
8
Dhaene, Jan
8
Elliott, Robert J.
8
Frey, Rüdiger
8
Yang, Zhaojun
8
Deutsch, Hans-Peter
7
Dolinsky, Yan
7
Ewald, Christian-Oliver
7
Kaeck, Andreas
7
Leippold, Markus
7
Lien, Da-hsiang Donald
7
Pedersen, Lasse Heje
7
Poteshman, Allen M.
7
Ziveyi, Jonathan
7
Dorfleitner, Gregor
6
Sommer, Daniel
6
Tankov, Peter
6
Wilmott, Paul
6
Arai, Takuji
5
Badescu, Alexandru
5
Bajo, Emanuele
5
Barbi, Massimiliano
5
Bayraktar, Erhan
5
Benth, Fred Espen
5
Bühler, Wolfgang
5
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Finance and stochastics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
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ECONIS (ZBW)
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1
Option hedging for small investors under liquidity costs
Çetin, Umut
;
Soner, Halil Mete
;
Touzi, Nizar
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 317-341
Persistent link: https://www.econbiz.de/10010216487
Saved in:
2
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
3
Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
Saved in:
4
Option hedging and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
Saved in:
5
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
6
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
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