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Year of publication
Subject
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Theorie 17 Theory 17 Black-Scholes model 11 Black-Scholes-Modell 11 Option pricing theory 10 Optionspreistheorie 10 Stochastic process 4 Stochastischer Prozess 4 Aktienoption 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Optionsanleihe 2 Stock option 2 USA 2 United States 2 Warrant bond 2 1970-1974 1 Commodity derivative 1 Corporate bond 1 Currency option 1 Devisenoption 1 Rationality 1 Rationalität 1 Risikoprämie 1 Risk premium 1 Rohstoffderivat 1 Unternehmensanleihe 1 Yield curve 1 Zinsstruktur 1
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Type of publication
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Article 17
Type of publication (narrower categories)
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Aufsatz im Buch 17 Book section 17 Reprint 16
Language
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English 17
Author
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Merton, Robert C. 3 Black, Fischer 2 Boyle, Phelim P. 1 Breeden, Douglas T. 1 Cox, John Carrington 1 Garman, Mark B. 1 Geske, Robert Leonard 1 Hughston, Lane P. 1 Hull, John 1 Kemna, A. G. Z. 1 Kohlhagen, Steven W. 1 Litzenberger, Robert H. 1 Margrabe, William 1 Ross, Stephen A. 1 Samuelson, Paul Anthony 1 Scholes, Myron S. 1 Schwartz, Eduardo S. 1 Stoll, Hans R. 1 Vorst, Ton 1 White, Alan 1
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Options : classic approaches to pricing and modelling 17
Source
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ECONIS (ZBW) 17
Showing 1 - 10 of 17
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Option pricing: past, present, future ; introduction
Hughston, Lane P. - In: Options : classic approaches to pricing and modelling, (pp. XIII-XVIII). 1999
Persistent link: https://www.econbiz.de/10001772442
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Rational theory of warrant pricing
Samuelson, Paul Anthony - In: Options : classic approaches to pricing and modelling, (pp. 1- 34). 1999
Persistent link: https://www.econbiz.de/10001772446
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The relationship between put and call option prices
Stoll, Hans R. - In: Options : classic approaches to pricing and modelling, (pp. 35-61). 1999
Persistent link: https://www.econbiz.de/10001772447
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The pricing of options and corporate liabilities
Black, Fischer; Scholes, Myron S. - In: Options : classic approaches to pricing and modelling, (pp. 63-80). 1999
Persistent link: https://www.econbiz.de/10001772448
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Theory of rational option pricing
Merton, Robert C. - In: Options : classic approaches to pricing and modelling, (pp. 81-133). 1999
Persistent link: https://www.econbiz.de/10001772450
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On the pricing of corporate debt : the risk structure of interest rates
Merton, Robert C. - In: Options : classic approaches to pricing and modelling, (pp. 135-155). 1999
Persistent link: https://www.econbiz.de/10001772451
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Option pricing when underlying stock returns are discontinuous
Merton, Robert C. - In: Options : classic approaches to pricing and modelling, (pp. 157-177). 1999
Persistent link: https://www.econbiz.de/10001772453
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The valuation of options for alternative stochastic processes
Cox, John Carrington; Ross, Stephen A. - In: Options : classic approaches to pricing and modelling, (pp. 179-202). 1999
Persistent link: https://www.econbiz.de/10001772454
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The pricing of commodity contracts
Black, Fischer - In: Options : classic approaches to pricing and modelling, (pp. 203-215). 1999
Persistent link: https://www.econbiz.de/10001772455
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The valuation of warrants : implementing a new approach
Schwartz, Eduardo S. - In: Options : classic approaches to pricing and modelling, (pp. 217-231). 1999
Persistent link: https://www.econbiz.de/10001772456
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