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subject:"Option pricing theory"
~person:"Oosterlee, Cornelis Willebrordus"
~person:"Back, Kerry E."
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Option pricing theory
Optionspreistheorie
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Capital-Asset-Pricing-Modell
3
Kreditmarkt
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Portfoliomanagement
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Oosterlee, Cornelis Willebrordus
Back, Kerry E.
Schoenmakers, John
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Model-free stochastic collocation for an arbitrage-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
Saved in:
2
From arbitrage to arbitrage-free implied volatilities
Grzelak, Lech A.
;
Oosterlee, Cornelis Willebrordus
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 31-49
Persistent link: https://www.econbiz.de/10011689678
Saved in:
3
Asset pricing and portfolio choice theory
Back, Kerry E.
-
2017
-
Second edition
Persistent link: https://www.econbiz.de/10011452259
Saved in:
4
Asset pricing and portfolio choice theory
Back, Kerry E.
-
2010
Persistent link: https://www.econbiz.de/10008662772
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