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~subject:"American options"
~subject:"Stochastic process"
~type_genre:"Arbeitspapier"
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American options
Stochastic process
Theorie
87
Theory
87
Volatility
27
Volatilität
27
Stochastischer Prozess
24
Yield curve
22
Zinsstruktur
22
Option pricing theory
21
Optionspreistheorie
21
Keynesian economics
15
Keynesianismus
15
CAPM
14
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13
Monetary growth model
13
Monetäre Wachstumstheorie
13
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13
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12
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12
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12
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12
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11
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11
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10
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10
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10
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10
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9
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9
Markov chain
8
Markov-Kette
8
Australia
7
Australien
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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Arbeitspapier
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24
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23
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11
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6
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English
24
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Chiarella, Carl
24
He, Xue-zhong
4
Kang, Boda
4
Hommes, Cars H.
3
Ziogas, Andrew
3
Cheang, Gerald H. L.
2
Chege Maina, Samuel
2
Fanelli, Viviana
2
Hsiao, Chih-ying
2
Musti, Silvana
2
Nikitopoulos, Christina Sklibosios
2
Ziveyi, Jonathan
2
Adolfsson, Thomas
1
Bhar, Ramaprasad
1
Cheang, Gerald
1
Cheung, Gerald H. L.
1
Clewlow, Les
1
Gao, Shenhuai
1
Griebsch, Susanne
1
Khomin, Alexander
1
Meyer, Gunter H.
1
Mina, Karl
1
Runggaldier, Wolfgang J.
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To, Thuy-duong
1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Discussion paper / Tinbergen Institute
2
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
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ECONIS (ZBW)
24
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1
Investigating time-efficient methods to price compound options in the Heston Model
Chiarella, Carl
;
Griebsch, Susanne
;
Kang, Boda
-
2013
Persistent link: https://www.econbiz.de/10009744645
Saved in:
2
Approximate hedging of options under jump-diffusion processes
Mina, Karl
;
Cheang, Gerald H. L.
;
Chiarella, Carl
-
2013
Persistent link: https://www.econbiz.de/10010245506
Saved in:
3
Representation and numerical approximation of American option prices under Heston stochastic volatility dynamics
Adolfsson, Thomas
;
Chiarella, Carl
;
Ziogas, Andrew
; …
-
2013
Persistent link: https://www.econbiz.de/10009725619
Saved in:
4
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
Saved in:
5
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
To, Thuy-duong
-
2011
Persistent link: https://www.econbiz.de/10009564612
Saved in:
6
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
Saved in:
7
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
8
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
-
2011
Persistent link: https://www.econbiz.de/10009564623
Saved in:
9
The evaluation of barrier option prices under stochastic volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
10
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
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