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~subject:"Optionspreistheorie"
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Optionspreistheorie
Multivariate distribution
32
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19
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Stentoft, Lars
2
Bedendo, Mascia
1
Campolongo, Francesca
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Giannopoulos, Kostas
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1
Affine
multivariate
GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
2
Multivariate
moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
3
Pricing and hedging of derivatives in contagious markets
Kokholm, Thomas
- In:
Journal of banking & finance
66
(
2016
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011634490
Saved in:
4
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
Saved in:
5
Detection of arbitrage in a market with multi-asset derivatives and known risk-neutral marginals
Tavin, Bertrand
- In:
Journal of banking & finance
53
(
2015
),
pp. 158-178
Persistent link: https://www.econbiz.de/10011377717
Saved in:
6
Nonparametric, conditional pricing of higher order
multivariate
contingent claims
Giannopoulos, Kostas
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1907-1915
Persistent link: https://www.econbiz.de/10003774993
Saved in:
7
Pricing multiasset equity options : how relevant is the dependence function?
Bedendo, Mascia
;
Campolongo, Francesca
;
Joossens, Elisabeth
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 788-81
Persistent link: https://www.econbiz.de/10003966108
Saved in:
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