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~subject:"Derivative"
~type_genre:"Collection of articles written by one author"
~type_genre:"Hochschulschrift"
~type_genre:"Multi-volume publication"
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Stochastic process
455
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455
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87
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ECONIS (ZBW)
31
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Pricing interest rate, dividend, and equity risk
Willems, Sander
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2019
Persistent link: https://www.econbiz.de/10012198741
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2
The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
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2019
Persistent link: https://www.econbiz.de/10012173134
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3
Options trading strategies and equity risk premia
Tedeschini, Davide
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2018
Persistent link: https://www.econbiz.de/10011939978
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4
Algorithmic optimization and its application in finance
Avdiu, Kujtim
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2021
Persistent link: https://www.econbiz.de/10013337406
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5
Risk management for renewable energy generation : how to deal with the uncertainty of wind and solar power
Gersema, Gerke
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2017
Persistent link: https://www.econbiz.de/10012228332
Saved in:
6
Stochastic dependencies in derivative pricing : decoupled BNS-volatility, sequential modeling of jumps, and extremal WWR
Schulz, Thorsten
-
2017
Persistent link: https://www.econbiz.de/10012228357
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7
Utility maximization in incomplete markets in the presence of claims or random endowments
Mereu, Carla
-
2015
Persistent link: https://www.econbiz.de/10011317330
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8
Projections of the stochastic discount factor and optimal volatility derivatives
Dyachenko, Artem
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2019
Persistent link: https://www.econbiz.de/10012416803
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9
Hedging in nonlinear models of illiquid financial markets
Sah, Nadim
-
2014
Persistent link: https://www.econbiz.de/10010532759
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10
Second-order approximations to pricing and hedging in presence of jumps and stochastic volatility
Denkl, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010200946
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