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~subject:"Optionspreistheorie"
~subject:"Schätzung"
~person:"Vicente, José Valentim Machado"
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Optionspreistheorie
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Vicente, José Valentim Machado
Hautsch, Nikolaus
15
Hess, Dieter
13
Schoenmakers, John
12
Upper, Christian
10
Joshi, Mark S.
9
Rebonato, Riccardo
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Werner, Thomas
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Bhar, Ramaprasad
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Gerhard, Frank
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Bernoth, Kerstin
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Chiarella, Carl
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Grbac, Zorana
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Schlögl, Erik
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Tirelli, Patrizio
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Trecroci, Carmine
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Belomestny, Denis
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Chen, Son-nan
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Eberlein, Ernst
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Hagen, Jürgen von
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Herwartz, Helmut
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Papapantoleon, Antonis
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Ritchken, Peter H.
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Subrahmanyam, Marti G.
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Veredas, David
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Björk, Tomas
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Fanelli, Viviana
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Filipović, Damir
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Karlsson, Patrik
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Moraleda Novo, Juan Manuel
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Muscatelli, V. Anton
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Skovmand, David
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White, Alan
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Wu, Ting-pin
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Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da
;
Baczynski, Jack
;
Vicente, …
-
2020
Persistent link: https://www.econbiz.de/10012171315
Saved in:
2
Do central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
-
2017
Persistent link: https://www.econbiz.de/10011944956
Saved in:
3
A discrete monitoring method for pricing Asian interest rate options
Silva, Allan Jonathan da
;
Baczynskiy, Jack
;
Vicente, …
-
2015
Persistent link: https://www.econbiz.de/10011444652
Saved in:
4
Do the central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
- In:
Economic modelling
65
(
2017
),
pp. 129-137
Persistent link: https://www.econbiz.de/10011813619
Saved in:
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