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Option pricing theory
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Optionspreistheorie
2
Black-Scholes model
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Black-Scholes-Modell
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CAPM
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Rationality
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English
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Wiener, Zvi
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Grundy, Bruce D.
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Benninga, Simon
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Bergman, Yaacov Z.
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Protopapadakis, Aris A.
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Rodney L. White Center for Financial Research
Journal of banking & finance
21
Journal of Finance
19
Journal of financial and quantitative analysis : JFQA
16
Journal of Financial and Quantitative Analysis
15
Management science : journal of the Institute for Operations Research and the Management Sciences
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Management Science
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Rodney L. White Center for Financial Research Working Papers
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
11
The journal of portfolio management : a publication of Institutional Investor
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American Economic Review
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Economics letters
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The American economic review
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Journal of Banking & Finance
7
Discussion paper series / International Institute of Management, Wissenschafts-Zentrum Berlin
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Economics Letters
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Journal of money, credit and banking : JMCB
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Research in finance
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The review of economics and statistics
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Financial analysts' journal : FAJ
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Financial management
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Journal of economic theory
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Journal of empirical finance
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The journal of business : B
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Advances in quantitative analysis of finance and accounting : a research annual
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Economic review
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European financial management : the journal of the European Financial Management Association
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International economic review
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Journal of Economic Theory
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Journal of Money, Credit and Banking
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Journal of risk and uncertainty : JRU
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Preprint series of the International Institute of Management Berlin
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Review of Economic Studies
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Review of Financial Studies
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The Review of Economics and Statistics
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Annals of Financial Economics (AFE)
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International Economic Review
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Journal of Economics and Business
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Journal of Risk and Uncertainty
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1
General properties of option prices
Bergman, Yaacov Z.
;
Grundy, Bruce D.
;
Wiener, Zvi
-
1996
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000927127
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2
Theory of rational option pricing: II
Grundy, Bruce D.
;
Wiener, Zvi
-
1995
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000907902
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3
The analysis of VAR, deltas and state prices : a new approach
Grundy, Bruce D.
;
Wiener, Zvi
-
1996
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000945440
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4
Limiting differences between forward and futures prices in a Lucas consumption model
Wiener, Zvi
;
Benninga, Simon
;
Protopapadakis, Aris A.
-
1994
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000893125
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