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~institution:"Johannes Gutenberg-Universität Mainz"
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Option pricing theory
4
Optionspreistheorie
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Theorie
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Theory
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Börsenkurs
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CAPM
1
Financial economics
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Hedging
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Kapitalmarkttheorie
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Option trading
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Optionsgeschäft
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Korn, Ralf
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Kreer, Markus
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Lenssen, Mark
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Johannes Gutenberg-Universität Mainz
National Bureau of Economic Research
59
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Svenska Handelshögskolan <Helsinki>
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Center for Economic Research <Tilburg>
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Verlag Dr. Kovač
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Bonn Graduate School of Economics
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Centre of Financial Studies
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Institut for Finansiering <Frederiksberg>
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Springer Fachmedien Wiesbaden
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Institute of Finance and Accounting <London>
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International Center for Financial Asset Management and Engineering
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Karlsruher Institut für Technologie
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Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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World Bank
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Associazione Operatori Bancari in Titoli
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Birkbeck College / Department of Economics
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Cambridge University Press
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Centre for Economic Policy Research
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Centre for Quantitative Economics & Computing
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of St. Louis
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Indien / Central Board of Irrigation and Power
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Institutt for Foretaksøkonomi <Bergen, Norwegen>
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International Centre for Trade and Sustainable Development
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International Energy Agency
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Berichte zur Stochastik und verwandten Gebieten
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ECONIS (ZBW)
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A general framework for hedging and speculating with options
Korn, Ralf
-
1997
Persistent link: https://www.econbiz.de/10000960260
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2
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
-
1996
Persistent link: https://www.econbiz.de/10000954695
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3
Pricing of European options when the underlying stock price follows a linear birth-death process
Korn, Ralf
;
Kreer, Markus
;
Lenssen, Mark
-
1995
Persistent link: https://www.econbiz.de/10000929353
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4
Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf
-
1993
Persistent link: https://www.econbiz.de/10000890764
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