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~subject:"Finanzkrise"
~subject:"Option trading"
~subject:"Stochastischer Prozess"
~type_genre:"Non-commercial literature"
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On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
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2018
Persistent link: https://www.econbiz.de/10012533193
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2
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
-
2016
Persistent link: https://www.econbiz.de/10011563045
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3
Do rare events explain CDX tranche spreads?
Seo, Sang Byung
;
Wachter, Jessica
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2016
Persistent link: https://www.econbiz.de/10011843791
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4
Bounds on the value of barrier options with curved boundaries
Thompson, G. W. P.
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736168
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Fast narrow bounds on the value of Asian options
Thompson, G. W. P.
(
contributor
)
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736170
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6
Lévy processes in finance : the change of measure and non-linear dependence
Wannenwetsch, Jens
-
2005
Persistent link: https://www.econbiz.de/10003139205
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