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  • Search: subject:"stochastic continuous diffusions"
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CAPM 1 Derivat 1 Derivative 1 Merton jump diffusions 1 Option pricing 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Stochastic process 1 Stochastischer Prozess 1 Volatility 1 Volatilität 1 binomial pricing trees 1 mean-variance portfolio 1 stochastic continuous diffusions 1 stochastic volatility 1 volatility-of-volatility 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Fabozzi, Frank J. 1 Račev, Svetlozar T. 1 Shirvani, Abootaleb 1 Stoyanov, Stoyan V. 1
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Applied economics 1
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Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Shirvani, … - In: Applied economics 54 (2022) 14, pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
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