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~type_genre:"Conference paper"
~type_genre:"Hochschulschrift"
~subject:"European quanto derivatives"
~subject:"Stochastischer Prozess"
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Search: subject:"Black-Scholes-Modell"
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European quanto derivatives
Stochastischer Prozess
Black-Scholes-Modell
62
Black-Scholes model
57
Optionspreistheorie
40
Theorie
40
Theory
40
Option pricing theory
37
Volatilität
16
Stochastic process
15
Deutschland
14
Germany
14
Volatility
14
Estimation
12
Schätzung
12
Derivat
10
Derivative
10
Option trading
10
Optionsgeschäft
10
Portfolio selection
10
Portfolio-Management
10
Börsenkurs
9
Share price
9
CAPM
8
Risikomanagement
8
Hedging
7
Finanzmathematik
6
Statistical distribution
6
Statistische Verteilung
6
Aktienoption
5
Bewertung
5
Deutscher Aktienindex
5
Kapitalmarkttheorie
5
Risk management
5
Aktienmarkt
4
Derivat <Wertpapier>
4
Financial economics
4
Indexoption
4
Mathematical finance
4
Numerisches Verfahren
4
Transaction costs
4
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Conference paper
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Article in journal
215
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42
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42
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18
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Andres, Peter
1
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1
Dyachenko, Artem
1
Fischer, Matthias
1
Hok, Julien
1
Holtrode, Rainer
1
Mordecki, Ernesto
1
Ngare, Philip
1
Olivera, Federico de
1
Papapantoleon, Antonis
1
Popovici, Stefan Alex
1
Rieken, Sascha
1
Rudolf, Markus
1
Studer, Michael
1
Sturn, Raphael Christian Benedikt
1
Volz, Thilo
1
Wehrmann, Dirk C.
1
Yu, Jialin
1
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Eberhard Karls Universität Tübingen
1
Universität Trier
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Reihe Quantitative Ökonomie : Ökon
2
Europäische Hochschulschriften / 5
1
Forschungsbericht
1
International journal of theoretical and applied finance
1
Karlsruher Reihe
1
Quantitative Finanzwirtschaft : Schriftenreihe zu Statistik und Ökonometrie
1
Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
1
Studies in contemporary economics
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
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ECONIS (ZBW)
16
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1
The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
-
2019
Persistent link: https://www.econbiz.de/10012173134
Saved in:
2
Projections of the stochastic discount factor and optimal volatility derivatives
Dyachenko, Artem
-
2019
Persistent link: https://www.econbiz.de/10012416803
Saved in:
3
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
4
Computing Greeks for Lévy models : the fourier transform approach
Olivera, Federico de
;
Mordecki, Ernesto
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 99-121)
.
2016
Persistent link: https://www.econbiz.de/10011800675
Saved in:
5
Stochastic Taylor expansions and saddlepoint approximations for risk management
Studer, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001674056
Saved in:
6
Three essays on financial econometrics
Yu, Jialin
-
2005
Persistent link: https://www.econbiz.de/10003555366
Saved in:
7
Contrôle combiné stochastique et stratégies d'entreprise
Zufferey, Yannick
-
2002
Persistent link: https://www.econbiz.de/10001736673
Saved in:
8
Selected infinitely divisible distributions as models for financial return data - unconditional fit and option pricing
Fischer, Matthias
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001679700
Saved in:
9
Modellierung von Finanzmärkten durch Sprung-Diffusions-Prozesse
Volz, Thilo
-
2002
Persistent link: https://www.econbiz.de/10001643626
Saved in:
10
Schnelle numerische Verfahren zur Bewertung von europäischen Optionen in erweiterten Black-Scholes Marktmodellen
Popovici, Stefan Alex
-
2002
Persistent link: https://www.econbiz.de/10001691707
Saved in:
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