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~subject:"European quanto derivatives"
~subject:"Stochastischer Prozess"
~type_genre:"Book section"
~type_genre:"Conference paper"
~type_genre:"Hochschulschrift"
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Search: subject:"Black-Scholes-Modell"
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European quanto derivatives
Stochastischer Prozess
Black-Scholes-Modell
140
Black-Scholes model
135
Theorie
87
Theory
87
Optionspreistheorie
83
Option pricing theory
80
Volatilität
31
Volatility
29
Stochastic process
25
Derivat
22
Derivative
22
Option trading
22
Optionsgeschäft
22
Hedging
19
Deutschland
15
Germany
15
Estimation
14
Portfolio selection
14
Portfolio-Management
14
Schätzung
14
Börsenkurs
11
Share price
11
CAPM
10
Aktienoption
8
Risikomanagement
8
Statistical distribution
8
Statistische Verteilung
8
Finanzmathematik
7
Transaction costs
7
Transaktionskosten
7
Kapitalmarkttheorie
6
Stock option
6
Aktienmarkt
5
Bewertung
5
Capital income
5
Deutscher Aktienindex
5
Financial economics
5
Kapitaleinkommen
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Mathematical finance
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37
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English
17
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9
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Guillaume, Tristan
2
Andres, Peter
1
Bender, Christian
1
Bär, Jürgen
1
Cox, John Carrington
1
Dyachenko, Artem
1
Fischer, Matthias
1
Geršôn, Dāwid
1
Hok, Julien
1
Holtrode, Rainer
1
Hull, John
1
Karmann, Alexander
1
Kowgier, Henryk
1
Maltritz, Dominik
1
Merton, Robert C.
1
Mordecki, Ernesto
1
Ngare, Philip
1
Olivera, Federico de
1
Papapantoleon, Antonis
1
Popovici, Stefan Alex
1
Rieken, Sascha
1
Ross, Stephen A.
1
Rudolf, Markus
1
Sottinen, Tommi
1
Studer, Michael
1
Sturn, Raphael Christian Benedikt
1
Valkeila, Esko
1
Volz, Thilo
1
Wallmeier, Martin
1
Wehrmann, Dirk C.
1
White, Alan
1
Yu, Jialin
1
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Eberhard Karls Universität Tübingen
1
Universität Trier
1
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Options : classic approaches to pricing and modelling
3
Reihe Quantitative Ökonomie : Ökon
2
Advanced mathematical methods for finance
1
Decision making and risk/return optimization in financial economics
1
Europäische Hochschulschriften / 5
1
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
1
Forschungsbericht
1
International journal of theoretical and applied finance
1
Karlsruher Reihe
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
1
Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
1
Risk management decisions and value under uncertainty
1
Sovereign risk and financial crises ; with 40 tables
1
Studies in contemporary economics
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
University-business partnership through the Triple Helix Approach : [... workshops and roundtable debate "University-business partnership through the Triple Helix Approach" which took place at the International Conference "Europen Integration and Baltic Sea Region: Diversity and Perspectives", held in Riga from 26th to 27th September 2011]
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ECONIS (ZBW)
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A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
2
Closed form valuation of barrier options with stochastic barriers
Guillaume, Tristan
- In:
Risk management decisions and value under uncertainty
,
(pp. 1021-1050)
.
2022
Persistent link: https://www.econbiz.de/10013342082
Saved in:
3
The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
-
2019
Persistent link: https://www.econbiz.de/10012173134
Saved in:
4
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
Saved in:
5
Projections of the stochastic discount factor and optimal volatility derivatives
Dyachenko, Artem
-
2019
Persistent link: https://www.econbiz.de/10012416803
Saved in:
6
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:
7
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:
8
On comparison of the Black-Scholes and the Black-Merton stochastic models
Kowgier, Henryk
-
2012
Persistent link: https://www.econbiz.de/10009723641
Saved in:
9
Fractional processes as models in stochastic finance
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Advanced mathematical methods for finance
,
(pp. 75-103)
.
2011
Persistent link: https://www.econbiz.de/10008991326
Saved in:
10
Stochastic Taylor expansions and saddlepoint approximations for risk management
Studer, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001674056
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