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~subject:"Option pricing theory"
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Option pricing theory
Vereinigte Staaten
39
Theorie
36
Theory
36
USA
24
Finanzhaushalt
21
United States
15
Portfolio selection
13
Portfolio-Management
13
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13
Optionspreistheorie
9
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7
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7
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7
Mathematische Optimierung
7
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7
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7
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7
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5
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5
Risiko
5
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5
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5
Aaron B. Wildavsky
4
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4
Entwicklungsländer
4
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4
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4
Kapitaleinkommen
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9
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Dempster, Michael A. H.
9
Hutton, J. P.
3
Richards, Donald G.
2
Tang, Ke
2
Hong, S. S. G.
1
Medova, Elena
1
Wiart, B. Carton de
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Applied mathematical finance
1
Chapman and Hall/CRC financial mathematics series
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Quantitative finance
1
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ECONIS (ZBW)
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1
LP valuation of exotic American options exploiting structure
Dempster, Michael A. H.
;
Hutton, J. P.
;
Richards, Donald G.
- In:
The journal of computational finance
2
(
1998
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10001447235
Saved in:
2
Pricing American stock options by linear programming
Dempster, Michael A. H.
;
Hutton, J. P.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 229-254
Persistent link: https://www.econbiz.de/10001444164
Saved in:
3
Fast numerical valuation of American, exotic and complex options
Dempster, Michael A. H.
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001226776
Saved in:
4
Spread option valuation and the fast Fourier transform
Dempster, Michael A. H.
;
Hong, S. S. G.
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 203-220)
.
2002
Persistent link: https://www.econbiz.de/10001679445
Saved in:
5
Wavelet optimized valuation of financial derivatives
Wiart, B. Carton de
;
Dempster, Michael A. H.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1113-1137
Persistent link: https://www.econbiz.de/10009407662
Saved in:
6
Long term spread option valuation and hedging
Dempster, Michael A. H.
;
Medova, Elena
;
Tang, Ke
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2530-2540
Persistent link: https://www.econbiz.de/10003795773
Saved in:
7
Pricing American options fitting the smile
Dempster, Michael A. H.
;
Richards, Donald G.
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10002177386
Saved in:
8
Bond flotation with exotic commodity collateral
Dempster, Michael A. H.
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1903-1925
Persistent link: https://www.econbiz.de/10012313526
Saved in:
9
Commodities : fundamental theory of futures, forwards, and derivatives pricing
Dempster, Michael A. H.
(
ed.
);
Tang, Ke
(
ed.
)
-
2023
-
Second edition
Persistent link: https://www.econbiz.de/10014493646
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