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~subject:"Optionspreistheorie"
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Optionspreistheorie
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Market microstructure and liquidity
CoFE Discussion Paper
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Risks : open access journal
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P.V. Shevchenko and X. Luo (2016). A unified pricing of variable annuity guarantees under the optimal stochastic control framework. Risks 4(3), 22:1-22:31, doi:10.3390/risks4030022
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On optimal options book execution strategies with market impact
Kalife, Aymeric
;
Mouti, Saad
- In:
Market microstructure and liquidity
2
(
2016
)
3/4
,
pp. 1-40
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