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Option pricing theory 2 Optionspreistheorie 2 Beta Exposure 1 CAPM 1 CGMY model 1 Derivat 1 Derivative 1 Gauss Laguerre quadrature 1 Hedging 1 Hedging Strategies 1 Index futures 1 Index-Futures 1 Market Volatility 1 Option trading 1 Optionsgeschäft 1 Put Options 1 Risikomanagement 1 Risk management 1 Stochastic process 1 Stochastischer Prozess 1 Stock Index Futures 1 Volatility 1 Volatilität 1 beta exposure pricing 1 completely monotone function 1 gap risk pricing 1 negative binomial process 1
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Undetermined 2
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Article 2
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Article in journal 1 Aufsatz im Buch 1 Aufsatz in Zeitschrift 1 Book section 1
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English 2
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Carr, Peter 1 Harlow, Robert 1 Khanna, Ajay 1 Madan, Dilip B. 1
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Derivatives Applications in Asset Management : From Theory to Practice 1 The journal of computational finance 1
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ECONIS (ZBW) 2
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Risk management with stock index futures and put options
Harlow, Robert - In: Derivatives Applications in Asset Management : From …, (pp. 221-228). 2025
Persistent link: https://www.econbiz.de/10015434588
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Adjusting exponential Lévy models toward the simultaneous calibration of market prices for crash cliquets
Carr, Peter; Khanna, Ajay; Madan, Dilip B. - In: The journal of computational finance 20 (2016) 1, pp. 89-111
Persistent link: https://www.econbiz.de/10011639593
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