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A Reduced‐Form Model for Warra...
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ECONIS (ZBW)
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A reduced-form model for warrant valuation
Jarrow, Robert A.
;
Trautmann, Siegfried
- In:
The financial review : the official publication of the …
46
(
2011
)
3
,
pp. 413-425
Persistent link: https://www.econbiz.de/10009271345
Saved in:
2
Distribution free tests of the efficiency of the Frankfurt options exchange from April 5, 1983 through September 28, 1984
Trautmann, Siegfried
- In:
Geld, Banken und Versicherungen : Beiträge zum ... …
3
(
1985
)
2
,
pp. 1087-1094
Persistent link: https://www.econbiz.de/10001009775
Saved in:
3
Koordination dynamischer Planungssysteme
Trautmann, Siegfried
-
1981
Persistent link: https://www.econbiz.de/10000091455
Saved in:
4
Investitionen : Bewertung, Auswahl und Risikomanagement
Trautmann, Siegfried
-
2006
Persistent link: https://www.econbiz.de/10003028228
Saved in:
5
Coordination of optimal policies for natural resources
Trautmann, Siegfried
- In:
Economic theory of natural resources
,
(pp. 251-268)
.
1982
Persistent link: https://www.econbiz.de/10002928480
Saved in:
6
Tests of two call option pricing models using German stock models data from January 1979-March 1983
Trautmann, Siegfried
- In:
Geld, Banken und Versicherungen : Beiträge zum ... …
1
(
1983
),
pp. 619-639
Persistent link: https://www.econbiz.de/10002928497
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7
Investitionen : Bewertung, Auswahl und Risikomanagement
Trautmann, Siegfried
-
2007
-
2., verbesserte Auflage
Persistent link: https://www.econbiz.de/10003439023
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8
Impact of stock price jumps on option values
Trautmann, Siegfried
;
Beinert, Michaela
- In:
Empirical research on the German capital market : with …
,
(pp. 303-322)
.
1999
Persistent link: https://www.econbiz.de/10001427695
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9
Stock price jumps and their impact on option valuation
Trautmann, Siegfried
;
Beinert, Michaela
-
1994
Persistent link: https://www.econbiz.de/10000910708
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10
Varianzminimierende Hedgingstrategien für Optionen bei möglichen Kurssprüngen
Grünewald, Barbara
- In:
Bewertung und Einsatz von Finanzderivaten
,
(pp. 43-87)
.
1997
Persistent link: https://www.econbiz.de/10001321784
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