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~person:"Sandmann, Klaus"
~person:"Fabozzi, Frank J."
~isPartOf:"International journal of theoretical and applied finance"
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Search: subject_exact:"Optionsbewertung"
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Option pricing theory
7
Optionspreistheorie
7
Stochastic process
3
Stochastischer Prozess
3
Theorie
2
Theory
2
fractional Brownian motion
2
Arbitrage
1
Arbitrage Pricing
1
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1
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1
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1
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1
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1
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European call option prices for inform traders
1
Financial economics
1
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Finanzmarkt
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Hedging
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In-arrears caps and floors
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Interest rate risk
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Kapitalmarkttheorie
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1
Option trading
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Optionsgeschäft
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Sandmann, Klaus
Fabozzi, Frank J.
Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
9
Takahashi, Akihiko
7
Elliott, Robert J.
6
Gapeev, Pavel V.
6
Jeanblanc, Monique
6
Benth, Fred Espen
5
Bojarčenko, Svetlana I.
5
Joshi, Mark S.
5
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5
Siu, Tak Kuen
5
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4
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4
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4
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4
Hui, Cho H.
4
Liu, Rui Hua
4
Lo, C. F.
4
Macrina, Andrea
4
Račev, Svetlozar T.
4
Wu, Lixin
4
Arai, Takuji
3
Bernard, Carole
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Boyarchenko, Mitya
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Cui, Zhenyu
3
Ehrhardt, Matthias
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Forde, Martin
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Grzelak, Lech A.
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Hoogland, J. K.
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Neumann, C. D. D.
3
Pallavicini, Andrea
3
Pistorius, Martijn
3
Radoičić, Radoš
3
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3
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International journal of theoretical and applied finance
Discussion paper / B
7
Valuation, financial modeling, and quantitative tools
5
The journal of fixed income
4
Computational economics
3
Interest rate, term structure, and valuation modeling
3
Journal of economic dynamics & control
3
The Frank J. Fabozzi series
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Bank of Italy Temi di Discussione (Working Paper)
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Annals of operations research ; volume 275, numbers 2 (April 2019)
1
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International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Oberwolfach
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Springer eBook Collection / Mathematics and Statistics
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1
Option pricing in markets with informed traders
Hu, Yuan
;
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
; …
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496747
Saved in:
2
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
3
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
4
In-arrears term structure products : no arbitrage pricing bounds and the convexity adjustments
Chen, An
;
Sandmann, Klaus
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706335
Saved in:
5
It's your choice : a unified approach to chooser options
Sandmann, Klaus
;
Wittke, Manuel
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 139-161
Persistent link: https://www.econbiz.de/10008860419
Saved in:
6
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
7
An option-theoretic prepayment model for mortgages and mortgage-backed securities
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 949-978
Persistent link: https://www.econbiz.de/10002476213
Saved in:
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