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~subject:"Optionspreistheorie"
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Search: person:"CVITANIĆ, JAKŠA"
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Optionspreistheorie
Theorie
42
Theory
42
Portfolio selection
32
Portfolio-Management
32
Hedging
13
CAPM
12
Agency theory
11
Prinzipal-Agent-Theorie
11
Volatilität
9
Volatility
8
Contract theory
7
Finanzmathematik
7
Gleichgewichtsmodell
7
Option pricing theory
7
Vertragstheorie
7
Börsenkurs
6
Equilibrium model
6
Financial market
6
Finanzmarkt
6
Mathematical finance
6
Share price
6
equilibrium
6
heterogeneous agents
6
Transaction costs
5
Agency-Theorie
4
Capital income
4
Derivat <Wertpapier>
4
Gleichgewicht
4
Kapitaleinkommen
4
Mathematical programming
4
Mathematische Optimierung
4
Portfoliomanagement
4
Spieltheorie
4
Transaktionskosten
4
optimal portfolios
4
portfolio management
4
Black-Scholes model
3
Black-Scholes-Modell
3
Credit risk
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English
7
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Cvitanić, Jakša
7
Zapatero, Fernando
2
Cvitanić, Jaksa
1
Elliott, Robert J.
1
Jianfeng Zhang
1
Jouini, Elyès
1
Ma, Jin
1
Musiela, Marek
1
Pham, Huyên
1
Plott, Charles
1
Touzi, Nizar
1
Tseng, Chien-Yao
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Wiener, Zvi
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance and stochastics
1
Handbooks in mathematical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
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ECONIS (ZBW)
7
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1
Markets with random lifetimes and private values : mean reversion and option to trade
Cvitanić, Jakša
;
Plott, Charles
;
Tseng, Chien-Yao
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010513472
Saved in:
2
Option pricing, interest rates and risk management
Jouini, Elyès
(
ed.
);
Cvitanić, Jakša
(
contributor
); …
-
2001
-
1. publ.
Persistent link: https://www.econbiz.de/10001584028
Saved in:
3
Analytic pricing of employee stock options
Cvitanić, Jakša
;
Wiener, Zvi
;
Zapatero, Fernando
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 683-724
Persistent link: https://www.econbiz.de/10003716601
Saved in:
4
Introduction to the economics and mathematics of financial markets
Cvitanić, Jakša
;
Zapatero, Fernando
-
2004
Persistent link: https://www.econbiz.de/10002346328
Saved in:
5
Efficient computation of hedging portfolios for options with discontinuous payoffs
Cvitanić, Jakša
;
Ma, Jin
;
Jianfeng Zhang
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001765668
Saved in:
6
[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
7
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
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