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Derivative
Theorie
68
Theory
68
Option pricing theory
25
Optionspreistheorie
25
Portfolio selection
18
Portfolio-Management
18
CAPM
14
Volatility
10
Volatilität
10
Derivat
9
Monte Carlo simulation
8
Option trading
8
Optionsgeschäft
8
Risikoprämie
8
Risk premium
8
American options
7
Capital income
7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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5
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5
Consumption theory
5
Hedging
5
Index futures
5
Index-Futures
5
Konsumtheorie
5
Lebenszyklus
5
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5
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5
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5
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1
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English
9
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Detemple, Jérôme B.
6
Broadie, Mark
3
Adler, Michael
1
Chernov, Mikhail
1
Jain, Ashish
1
Johannes, Michael
1
Jorion, Philippe
1
Selden, Larry
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Sundaresan, Suresh M.
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Annual review of financial economics
1
Essays in financial economics in memory of Irwin Friend
1
International economic review
1
Journal of banking & finance
1
Journal of econometrics
1
The Geneva papers on risk and insurance theory
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
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ECONIS (ZBW)
9
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1
Optimal exercise for derivative securities
Detemple, Jérôme B.
- In:
Annual review of financial economics
6
(
2014
),
pp. 459-487
Persistent link: https://www.econbiz.de/10010492495
Saved in:
2
Nontraded asset valuation with portfolio constraints : a binominal appraoch
Detemple, Jérôme B.
;
Sundaresan, Suresh M.
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 835-872
Persistent link: https://www.econbiz.de/10001421875
Saved in:
3
Financial innovation, values and volatilities when markets are incomplete
Detemple, Jérôme B.
- In:
The Geneva papers on risk and insurance theory
15
(
1990
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10001134928
Saved in:
4
A general equilibrium analysis of option and stock market interactions
Detemple, Jérôme B.
- In:
International economic review
32
(
1991
)
2
,
pp. 279-303
Persistent link: https://www.econbiz.de/10001105421
Saved in:
5
Hedging with futures and options
Detemple, Jérôme B.
- In:
Essays in financial economics in memory of Irwin Friend
,
(pp. 181-197)
.
1988
Persistent link: https://www.econbiz.de/10001273316
Saved in:
6
Option listing and stock returns : an empirical analysis
Detemple, Jérôme B.
- In:
Journal of banking & finance
14
(
1990
)
4
,
pp. 781-801
Persistent link: https://www.econbiz.de/10001096377
Saved in:
7
American options with stochastic dividends and volatility : a nonparametric investigation
Broadie, Mark
(
contributor
)
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
Saved in:
8
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
9
Model specification and risk premia : evidence from futures options
Broadie, Mark
;
Chernov, Mikhail
;
Johannes, Michael
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1453-1490
Persistent link: https://www.econbiz.de/10003477372
Saved in:
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