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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Stochastic process"
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Search: subject_exact:"Optionsbewertung"
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Stochastic process
Option pricing theory
19
Optionspreistheorie
19
Theorie
16
Theory
16
Stochastischer Prozess
6
Volatility
5
Volatilität
5
Black-Scholes model
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Black-Scholes-Modell
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Hedging
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Incomplete market
3
Martingal
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Martingale
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Transaction costs
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Transaktionskosten
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Unvollkommener Markt
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Eigeninteresse
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Estimation theory
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Markov chain
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Markov-Kette
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Option trading
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Optionsgeschäft
2
Schätztheorie
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Self-interest
2
Asymmetric information
1
Asymmetrische Information
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Autocorrelation
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Autokorrelation
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Derivat
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Derivative
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Efficient market hypothesis
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Effizienzmarkthypothese
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Entropie
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Interest rate
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Numerical analysis
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Numerisches Verfahren
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Renault, Eric
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Bouchard, Bruno
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Touzi, Nizar
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Garcia, René
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Lesne, Jean-Philippe
1
Luger, Richard
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Pastorello, Sergio
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Série des documents de travail / Centre de Recherche en Économie et Statistique
International journal of theoretical and applied finance
208
Quantitative finance
98
Applied mathematical finance
85
The journal of computational finance
84
Finance and stochastics
80
Insurance / Mathematics & economics
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
European journal of operational research : EJOR
56
International journal of financial engineering
55
Journal of mathematical finance
47
Computational economics
46
Risks : open access journal
41
Review of derivatives research
40
The journal of futures markets
38
Journal of economic dynamics & control
37
Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
32
Journal of banking & finance
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Annals of finance
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Journal of econometrics
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Research paper series / Swiss Finance Institute
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Asia-Pacific financial markets
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Journal of risk and financial management : JRFM
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Energy economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Economic modelling
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Mathematics and financial economics
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Operations research letters
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Journal of financial economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Mathematics of operations research
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Review of quantitative finance and accounting
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SFB 649 discussion paper
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Applied economics
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Mathematical methods of operations research
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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1
Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548982
Saved in:
2
A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548990
Saved in:
3
Asymmetic smiles, leverage effects and structural parameters
Garcia, René
;
Luger, Richard
;
Renault, Eric
-
2000
Persistent link: https://www.econbiz.de/10001549285
Saved in:
4
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
-
1998
Persistent link: https://www.econbiz.de/10000997340
Saved in:
5
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
6
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
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