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~subject:"Aktienmarkt"
~subject:"European quanto derivatives"
~subject:"Stochastischer Prozess"
~type_genre:"Conference paper"
~type_genre:"Hochschulschrift"
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Aktienmarkt
European quanto derivatives
Stochastischer Prozess
Black-Scholes-Modell
62
Black-Scholes model
57
Optionspreistheorie
40
Theorie
40
Theory
40
Option pricing theory
37
Volatilität
16
Stochastic process
15
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14
Germany
14
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10
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Deutscher Aktienindex
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Kapitalmarkttheorie
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Risk management
5
Derivat <Wertpapier>
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Financial economics
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Hok, Julien
1
Holtrode, Rainer
1
Meyer, Stephan
1
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1
Ngare, Philip
1
Olivera, Federico de
1
Papapantoleon, Antonis
1
Pauletti, Fabrizio
1
Popovici, Stefan Alex
1
Rieken, Sascha
1
Rudolf, Markus
1
Studer, Michael
1
Sturn, Raphael Christian Benedikt
1
Volz, Thilo
1
Wehrmann, Dirk C.
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Yu, Jialin
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Eberhard Karls Universität Tübingen
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Reihe Quantitative Ökonomie : Ökon
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Bank- und finanzwirtschaftliche Forschungen
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Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
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Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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Studies in contemporary economics
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Trends in mathematical economics : dialogues between Southern Europe and Latin America
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ECONIS (ZBW)
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1
The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
-
2019
Persistent link: https://www.econbiz.de/10012173134
Saved in:
2
Projections of the stochastic discount factor and optimal volatility derivatives
Dyachenko, Artem
-
2019
Persistent link: https://www.econbiz.de/10012416803
Saved in:
3
Trading in structured products : investor behavior and pricing
Meyer, Stephan
-
2014
Persistent link: https://www.econbiz.de/10010254859
Saved in:
4
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
5
Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
Saved in:
6
Bewertung von DAX-Optionsscheinen : eine theoretische und empirische Analyse der Bewertung von Plain-Vanilla-Optionsscheinen auf den Deutschen Aktienindex (DAX)
Hagl, Stefan
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002346894
Saved in:
7
Stochastic Taylor expansions and saddlepoint approximations for risk management
Studer, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001674056
Saved in:
8
Three essays on financial econometrics
Yu, Jialin
-
2005
Persistent link: https://www.econbiz.de/10003555366
Saved in:
9
Renditesteigerungen mit gedeckten Optionsstrategien : eine empirische Untersuchung für den Kapitalmarkt Schweiz
Pauletti, Fabrizio
-
2003
Persistent link: https://www.econbiz.de/10001763688
Saved in:
10
Contrôle combiné stochastique et stratégies d'entreprise
Zufferey, Yannick
-
2002
Persistent link: https://www.econbiz.de/10001736673
Saved in:
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