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Contingent claims
Economic growth
20
Game theory
17
Structural change
17
Arbitrage
10
option pricing
8
Option Pricing
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Rational expectations
7
EMS
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Interest rates
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hedging
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incomplete markets
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replicator dynamics
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stochastic volatility
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term structure of interest rates
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Forecast feedback
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Hedging
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Option pricing
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arbitrage
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binomial model
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experimental economics
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experiments
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Evolutionary Game Theory
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Exchange rates
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Monetary policy
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Seignorage
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cointegration
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imitation
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kernel estimation
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learning
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option valuation
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structural vector autoregression
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Bargaining
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Bounded Rationality
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Economic development
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Large games
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Christopeit, N.
1
Sandmann, Klaus
1
Schweizer, Martin
1
Wiesmeth, Hans
1
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University of Bonn, Germany
4
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Discussion Paper Serie B
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RePEc
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1
Variance optimal hedging in discrete time
Schweizer, Martin
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028373
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2
Complete markets
Wiesmeth, Hans
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028421
Saved in:
3
Option pricing and optimal stopping Part I
Christopeit, N.
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005028483
Saved in:
4
An intertemporal interest rate market model: Complete markets
Sandmann, Klaus
-
University of Bonn, Germany
Persistent link: https://www.econbiz.de/10005032144
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