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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Board of Governors"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~subject:"Option pricing theory"
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Option pricing theory
Theorie
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game theory
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Løchte Jørgensen, Peter
2
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
Federal Reserve System / Board of Governors
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Svenska Handelshögskolan <Helsinki>
8
Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Bonn Graduate School of Economics
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Johannes Gutenberg-Universität Mainz
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National Bureau of Economic Research
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Verlag Dr. Kovač
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Centre of Financial Studies
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Chambre de commerce et d'industrie de Paris
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Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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Associazione Operatori Bancari in Titoli
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Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Hochschule für Bankwirtschaft
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Springer-Verlag GmbH
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Transportation, Water, and Telecommunications Department, The World Bank
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Weltbank
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Commissariat à l'énergie atomique
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
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ECONIS (ZBW)
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1
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607793
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2
American-style indexed executive stock options
Løchte Jørgensen, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724273
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3
New evidence on the implied-realized volatility relation
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587518
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4
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
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contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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5
A note on the call-put parity and a call-put duality
Peskir, Goran
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contributor
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2000
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
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6
Implied loss distributions for catastrphe insurance derivates
Christensen, Claus Vorm
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contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560031
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7
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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8
On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
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9
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
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10
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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