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Stochastic volatility
Greeks
104
Optionspreistheorie
49
Option pricing theory
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Griechenland
45
Griechen
24
Derivat
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Stochastic process
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Stochastischer Prozess
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Option trading
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Optionsgeschäft
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Volatilität
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Malliavin calculus
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Deutschland
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Germany
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greeks
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option pricing
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American options
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Finanzmathematik
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Leisen-Reimer trees
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Inkaya, B. Alper
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Computational Management Science : CMS
1
Journal of risk
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Computation of the delta of European options under stochastic volatility models
Yolcu-Okur, Yeliz
;
Sayer, Tilman
;
Yilmaz, Bilgi
; …
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10011876576
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2
First- and second-order Greeks in the Heston model
Chan, Jiun Hong
;
Joshi, Mark S.
;
Zhu, Dan
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 19-69
Persistent link: https://www.econbiz.de/10013262933
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