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~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Schätzung"
~subject:"Share price"
~type_genre:"Forschungsbericht"
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Behavioural finance
Black-Scholes model
Index futures
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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ECONIS (ZBW)
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Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
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1999
Persistent link: https://www.econbiz.de/10001355949
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2
Haltedauern von DAX-Futures-Positionen und die Konzentration auf den Nearby-Kontrakt : eine empirische und theoretische Analyse
Bamberg, Günter
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1998
Persistent link: https://www.econbiz.de/10013453252
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3
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908124
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