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~subject:"European quanto derivatives"
~subject:"Optionsgeschäft"
~subject:"Stochastischer Prozess"
~type_genre:"Conference paper"
~type_genre:"Hochschulschrift"
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Search: subject:"Black-Scholes-Modell"
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European quanto derivatives
Optionsgeschäft
Stochastischer Prozess
Black-Scholes-Modell
62
Black-Scholes model
57
Optionspreistheorie
40
Theorie
40
Theory
40
Option pricing theory
37
Volatilität
16
Stochastic process
15
Deutschland
14
Germany
14
Volatility
14
Estimation
12
Schätzung
12
Derivat
10
Derivative
10
Option trading
10
Portfolio selection
10
Portfolio-Management
10
Börsenkurs
9
Share price
9
CAPM
8
Risikomanagement
8
Hedging
7
Finanzmathematik
6
Statistical distribution
6
Statistische Verteilung
6
Aktienoption
5
Bewertung
5
Deutscher Aktienindex
5
Kapitalmarkttheorie
5
Risk management
5
Aktienmarkt
4
Derivat <Wertpapier>
4
Financial economics
4
Indexoption
4
Mathematical finance
4
Numerisches Verfahren
4
Transaction costs
4
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Free
5
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23
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Conference paper
Hochschulschrift
Article in journal
424
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424
Graue Literatur
69
Non-commercial literature
69
Working Paper
68
Arbeitspapier
60
Lehrbuch
22
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21
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19
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6
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2
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2
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1
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1
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1
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English
13
German
12
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Andres, Peter
1
Balder, Sven
1
Blumenthal, Philip M.
1
Bär, Jürgen
1
Dyachenko, Artem
1
Ekström, Erik
1
Fischer, Matthias
1
Gruber, Alfred
1
Hok, Julien
1
Holtrode, Rainer
1
Lipp, Tobias
1
Mordecki, Ernesto
1
Ngare, Philip
1
Olivera, Federico de
1
Papapantoleon, Antonis
1
Popovici, Stefan Alex
1
Reiß, Ariane
1
Rieken, Sascha
1
Rudolf, Markus
1
Sachtler, Michael
1
Studer, Michael
1
Sturn, Raphael Christian Benedikt
1
Vessereau, Thierry Patrick Raoul M.
1
Volz, Thilo
1
Wehrmann, Dirk C.
1
Winkel, Julian
1
Yu, Jialin
1
Zufferey, Yannick
1
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Eberhard Karls Universität Tübingen
1
Institut für Seeverkehrswirtschaft und Logistik
1
Universität Trier
1
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Reihe Quantitative Ökonomie : Ökon
2
Europäische Hochschulschriften / 5
1
Forschungsbericht
1
International journal of theoretical and applied finance
1
Karlsruher Reihe
1
Maritime Logistik
1
Physica-Schriften zur Betriebswirtschaft
1
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
1
Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
1
Studies in contemporary economics
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
Uppsala dissertations in mathematics
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ECONIS (ZBW)
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1
Pricing Kernels inferred from Bitcoin options
Winkel, Julian
-
2021
Persistent link: https://www.econbiz.de/10013257965
Saved in:
2
The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
-
2019
Persistent link: https://www.econbiz.de/10012173134
Saved in:
3
Projections of the stochastic discount factor and optimal volatility derivatives
Dyachenko, Artem
-
2019
Persistent link: https://www.econbiz.de/10012416803
Saved in:
4
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
5
Numerical methods for optimization in finance : optimized hedges for options and optimized options for hedging
Lipp, Tobias
-
2013
Persistent link: https://www.econbiz.de/10010203082
Saved in:
6
Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
Saved in:
7
Handelsstrategien mit Mindestgarantien : eine analytische Beschreibung
Balder, Sven
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003825504
Saved in:
8
Optionsscheine auf Frachtraten : Modellierung und empirische Überprüfung für den Container-Seeverkehr
Blumenthal, Philip M.
-
2013
Persistent link: https://www.econbiz.de/10009710795
Saved in:
9
Stochastic Taylor expansions and saddlepoint approximations for risk management
Studer, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001674056
Saved in:
10
Three essays on financial econometrics
Yu, Jialin
-
2005
Persistent link: https://www.econbiz.de/10003555366
Saved in:
1
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3
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