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~subject:"Black-Scholes-Modell"
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Markovprozesse und stochastische Differentialgleichungen : vom Zufallsspaziergang zur Black-Scholes-Formel
Behrends, Ehrhard
-
2013
Persistent link: https://www.econbiz.de/10009678166
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An elementary introduction to mathematical finance : options and other topics
Ross, Sheldon M.
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2003
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2. ed.
Persistent link: https://www.econbiz.de/10011513295
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3
Option Pricing with Discrete Rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
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2002
This paper considers the option pricing when dynamic portfolios are discretely rebalanced.
Persistent link: https://www.econbiz.de/10005843341
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An introduction to mathematical finance : options and other topics
Ross, Sheldon M.
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1999
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1. publ.
Persistent link: https://www.econbiz.de/10001391962
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