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~subject:"Börsenkurs"
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Hedging in nonlinear models of illiquid financial markets
Sah, Nadim
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2014
Persistent link: https://www.econbiz.de/10010532759
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Maximizing the asymptotic growth rate under fixed and proportional transaction costs in a financial market with jumps
Kochendörfer, Alexandra
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2012
Persistent link: https://www.econbiz.de/10009728924
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3
Modellierung und empirische Analyse von Preismechanismen im Hochfrequenzbereich : eine Analyse am Beispiel der elektronischen Aktienmärkte IBIS und XETRA
Uphaus, Andreas
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2010
Persistent link: https://www.econbiz.de/10009125904
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Essays on empirical asset pricing
Shen, Xiaoyu
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2014
Persistent link: https://www.econbiz.de/10010345233
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Topics in applied time series analysis and panel econometrics
Gorenflo, Marcel
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2013
Persistent link: https://www.econbiz.de/10009744295
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Volatility markets : consistent modeling, hedging and practical implementation
Bühler, Hans
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2006
Persistent link: https://www.econbiz.de/10003372033
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Integrated risk management when the stock price follows an exponential Lévy process
Kostadinova, Radostina Ilieva
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contributor
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2006
Persistent link: https://www.econbiz.de/10003358510
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Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina
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2012
Persistent link: https://www.econbiz.de/10009548356
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9
Moving Averages, Effizienzmarkthypothese und Finanzmärkte : eine modelltheoretische und empirische Betrachtung
Tröndle, Markus
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2011
Persistent link: https://www.econbiz.de/10009232628
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Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin
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2011
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Persistent link: https://www.econbiz.de/10009152690
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