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~person:"Satchell, Stephen"
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Black-Scholes model
6
Black-Scholes-Modell
6
Theorie
6
Theory
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Bayes-Statistik
3
Bayesian inference
3
1988-1990
1
Capital income
1
Estimation
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Estimation theory
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Großbritannien
1
Index futures
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Index-Futures
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Option pricing theory
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Satchell, Stephen
Lee, Cheng F.
13
Madan, Dilip B.
13
Alghalith, Moawia
11
Jarrow, Robert A.
11
Jüngel, Ansgar
11
Kohlmann, Michael
11
Wystup, Uwe
11
Câmara, António
9
Ehrhardt, Matthias
9
Franke, Günter
9
Härdle, Wolfgang
9
Korn, Ralf
9
Schoutens, Wim
9
Singh, Vipul Kumar
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Stapleton, Richard C.
9
Elliott, Robert J.
8
Fengler, Matthias R.
8
Seydel, Rüdiger
8
Carr, Peter
7
Chance, Don M.
7
Frey, Rüdiger
7
Gikhman, Ilya I.
7
Günther, Michael
7
Kühn, Christoph
7
Mahayni, Antje
7
Renault, Eric
7
Subrahmanyam, Marti G.
7
Vanduffel, Steven
7
Alòs, Elisa
6
Cui, Zhenyu
6
Düring, Bertram
6
Engle, Robert F.
6
Garcia, René
6
Goovaerts, Marc J.
6
Lee, John C.
6
Merk, Andreas
6
Orlando, Giuseppe
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Forecasting expected returns in the financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Bayesian forecasting of options prices : a natural framework for pooling historical and implied volatility information
Darsinos, Theofanis
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001626634
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2
Bayesian analysis of the black-scholes option price
Darsinos, Theofanis
;
Satchell, Stephen
-
2001
Persistent link: https://www.econbiz.de/10001570172
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3
Bayesian analysis of the Black-Scholes option price
Darsinos, Theo
;
Satchell, Stephen
- In:
Forecasting expected returns in the financial markets
,
(pp. 117-150)
.
2007
Persistent link: https://www.econbiz.de/10003557947
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4
Does the behaviour of the asset tell us anything about the option price formula? : A cautionary tale
Rogers, Leonard C. G.
;
Satchell, Stephen
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 37-39
Persistent link: https://www.econbiz.de/10001525779
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5
The statistical properties of the Black-Scholes option
Ncube, Mthuli
- In:
Mathematical finance : an international journal of …
7
(
1997
)
3
,
pp. 287-305
Persistent link: https://www.econbiz.de/10001224012
Saved in:
6
Existence of unbiased estimators of the Black Scholes option price, other derivatives, and hedge ratios
Knight, John L.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 791-807
Persistent link: https://www.econbiz.de/10001236167
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