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~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
~subject:"Stochastischer Prozess"
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On the running maximum of brownian motion and associated lookback options
Ho, Tak Yui
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2018
Persistent link: https://www.econbiz.de/10012533193
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2
The asymptotic behavior of the term structure of interest rates
Härtel, Maximilian
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2015
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1. Auflage
Persistent link: https://www.econbiz.de/10011416533
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3
Real options valuation : the importance of stochastic process choice in commodity price modelling
Schöne, Max
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2015
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Aufl. 2015
Persistent link: https://www.econbiz.de/10010419770
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4
Contributions to short-term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps
Grothe, Oliver
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2008
Persistent link: https://www.econbiz.de/10003790958
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5
Empirischer Vergleich von Optionspreismodellen auf Basis Zeitdeformierter Lévy-Prozesse : Kalibrierung, Hedging, Modellrisiko
Dahlbokum, Achim
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2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013432982
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6
Lévy processes in finance : the change of measure and non-linear dependence
Wannenwetsch, Jens
-
2005
Persistent link: https://www.econbiz.de/10003139205
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