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~institution:"Christian-Albrechts-Universität zu Kiel"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"Weierstraß-Institut für Angewandte Analysis und Stochastik"
~subject:"Black-Scholes-Modell"
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Stock options as barrier contingent claims
Ericsson, Jan
;
Reneby, Joel
-
1996
Persistent link: https://www.econbiz.de/10000953742
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Discrete time hedging of OTC options in a GARCH environment : a simulation experiment
Hagerud, Gustaf E.
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1997
Persistent link: https://www.econbiz.de/10000959376
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Efficient computation of option price sensitivities using homogeneity and other tricks
Reiß, Oliver
(
contributor
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Wystup, Uwe
(
contributor
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544528
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