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~subject:"Optionspreistheorie"
~type_genre:"Amtliche Publikation"
~type_genre:"Book section"
~type_genre:"Hochschulschrift"
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Optionspreistheorie
Volatilität
1,836
Volatility
1,807
Theorie
675
Theory
675
Börsenkurs
400
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400
Schätzung
363
Estimation
362
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114
Portfolio-Management
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English
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2
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2
Heid, Frank
2
Jajuga, Krzysztof
2
Kallsen, Jan
2
Kang, Boda
2
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2
Korn, Olaf
2
Lee, Roger
2
Merk, Andreas
2
Meyer, Gunter H.
2
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2
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2
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2
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2
Trautmann, Siegfried
2
Uhrig-Homburg, Marliese
2
Wu, Liuren
2
Ziogas, Andrew
2
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1
Andrikopoulos, Alexandru
1
Appadoo, Srimantoorao S.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Karlsruher Institut für Technologie
1
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1
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
12
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Gabler Edition Wissenschaft
4
Lecture notes in economics and mathematical systems : LNEMS
4
Applied quantitative finance
3
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
Tinbergen Institute research series
3
Application of operations research to financial markets
2
Diskussionsbeiträge zur Bankbetriebslehre
2
Gabler-Edition Wissenschaft / Empirische Finanzmarktforschung
2
Handbook of financial time series
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Reihe Quantitative Ökonomie : Ökon
2
Research series / Universiteit van Amsterdam
2
Schriftenreihe Finanzmanagement
2
Wirtschaftswissenschaften
2
Acta Wasaensia
1
Acta Wasaensia / Business administration
1
Advanced mathematical methods for finance
1
Advances in financial risk management : corporates, intermediaries and portfolios
1
Advances of OR in commodities and financial modeling
1
Analytical models for financial modeling and risk management
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applications
1
Beiträge zu aktuellen Finanzmarktthemen : Bondholder vs. Shareholder Value - Bewertung von kleinen und mittelständischen Unternehmen - Implizite Volatilitäten von Eurex Optionen
1
Beiträge zur betriebswirtschaftlichen Forschung
1
Bewertung und Einsatz von Finanzderivaten
1
CentER dissertation series / Center for Economic Research, Tilburg University : CDS
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
1
Contributions to economics
1
Current topics in quantitative finance : with 23 tables
1
DUV / Wirtschaftswissenschaft
1
Decision making : recent developments and worldwide applications
1
Dissertation Series CentER
1
Dissertation.de
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
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Empirical investigations of agricultural commodity markets : volatility spillover effects and alternative option pricing
Bernhardt, Matthias
-
2022
Persistent link: https://www.econbiz.de/10014441515
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2
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
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3
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
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Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
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Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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5
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
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Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
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Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
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7
Cumulant formulas for implied volatility
Lee, Roger
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,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
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8
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
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,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
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9
The smile of stochastic volatility models
Guyon, Julien
- In:
Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
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10
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
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