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~subject:"Optionspreistheorie"
~type_genre:"Collection of articles written by one author"
~type_genre:"Hochschulschrift"
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Optionspreistheorie
Stochastic process
446
Stochastischer Prozess
446
Theorie
313
Theory
313
Option pricing theory
81
Volatilität
67
Volatility
65
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59
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59
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58
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58
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55
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55
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45
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44
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36
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30
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25
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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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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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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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6
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4
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3
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2
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1
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1
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1
Kieler Studien : Forschungsberichte des Instituts für Weltwirtschaft an der Universität Kiel
1
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1
Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
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1
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1
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ECONIS (ZBW)
84
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Excursion theory and local times for Bessel and Brownian Diffusions with applications to credit risk
Zhu, Xiaolin
-
2020
Persistent link: https://www.econbiz.de/10012533135
Saved in:
2
Monte Carlo simulation of boundary crossing probabilities with applications to finance and statistics
Gür, Sercan
-
2019
Persistent link: https://www.econbiz.de/10012197036
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3
Pricing interest rate, dividend, and equity risk
Willems, Sander
-
2019
Persistent link: https://www.econbiz.de/10012198741
Saved in:
4
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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5
Simulations on Lévy subordinators and Lévy driven contagion models
Qu, Yan
-
2019
Persistent link: https://www.econbiz.de/10012533229
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6
Options trading strategies and equity risk premia
Tedeschini, Davide
-
2018
Persistent link: https://www.econbiz.de/10011939978
Saved in:
7
Hourly price forward curves for electricity markets : construction, dynamics and stochastics
Saethero, Audun Sviland
-
2018
Persistent link: https://www.econbiz.de/10012260226
Saved in:
8
On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
-
2018
Persistent link: https://www.econbiz.de/10012533193
Saved in:
9
Calibration, filtering and hedging : non-linear information processing in mathematical finance
Gonon, Lukas
-
2018
Persistent link: https://www.econbiz.de/10012249961
Saved in:
10
Algorithmic optimization and its application in finance
Avdiu, Kujtim
-
2021
Persistent link: https://www.econbiz.de/10013337406
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