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~subject:"Option pricing theory"
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Option pricing theory
Theorie
110
Theory
110
Martingale
39
Martingal
38
Optionspreistheorie
37
Portfolio selection
33
Portfolio-Management
33
Hedging
31
CAPM
29
Stochastischer Prozess
26
Stochastic process
24
Unvollkommener Markt
20
Incomplete market
17
Transaction costs
16
Transaktionskosten
16
Risiko
13
Risk
13
Arbitrage
12
Arbitrage Pricing
12
Arbitrage pricing
12
Mathematical programming
11
Mathematische Optimierung
11
Nutzenfunktion
10
Utility function
10
Volatilität
10
Zinsstruktur
10
Börsenkurs
9
Finanzmathematik
9
Probability theory
9
Share price
9
Wahrscheinlichkeitsrechnung
9
Yield curve
9
Mathematical finance
7
NUPBR
7
Volatility
7
incomplete markets
7
utility maximization
7
Black-Scholes model
6
Black-Scholes-Modell
6
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Free
5
Undetermined
5
CC license
1
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Article
21
Book / Working Paper
15
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Article in journal
19
Aufsatz in Zeitschrift
19
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10
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10
Non-commercial literature
10
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2
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2
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English
36
Author
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Schweizer, Martin
19
Schachermayer, Walter
14
Delbaen, Freddy
5
Czichowsky, Christoph
2
Herdegen, Martin
2
Hubalek, Friedrich
2
Kreps, David M.
2
Lamberton, Damien
2
Pham, Huyên
2
Platen, Eckhard
2
Wissel, Johannes
2
Yang, Junjian
2
Choulli, Tahir
1
Davis, Mark
1
Duffie, Darrell
1
Döberlein, Frank
1
Filipović, Damir
1
Heath, David C.
1
Hofmann, Norbert
1
Hugonnier, Julien
1
Kramkov, Dmitry
1
Peyre, Rémi
1
Runggaldier, Wolfgang J.
1
Shirakawa, Hiroshi
1
Stricker, Christophe
1
Sîrbu, Mihai
1
Taflin, Erik
1
Takaoka, Koichiro
1
Teichmann, Josef
1
Tompkins, Robert G.
1
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Deutsche Forschungsgemeinschaft
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Discussion paper / B
5
Finance and stochastics
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
International journal of theoretical and applied finance
2
Research paper series / Swiss Finance Institute
2
Springer finance
2
Swiss Finance Institute Research Paper
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in mathematical economics
1
Asia-Pacific financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Real options
1
Stanford University Graduate School of Business research paper
1
Technical working paper / National Bureau of Economic Research
1
Theoretical economics : TE ; an open access journal in economic theory
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ECONIS (ZBW)
36
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1
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
2
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2008
-
Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
Saved in:
3
Passport options
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 299-328
Persistent link: https://www.econbiz.de/10001741937
Saved in:
4
Hedging bounded claims with bounded outcomes
Delbaen, Freddy
- In:
Advances in mathematical economics
8
(
2006
),
pp. 75-86
Persistent link: https://www.econbiz.de/10003308920
Saved in:
5
A note on option pricing for the constant elasticity of variance model
Delbaen, Freddy
;
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001758326
Saved in:
6
The super-replication theorem under proportional transaction costs revisited
Schachermayer, Walter
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 383-398
Persistent link: https://www.econbiz.de/10010490973
Saved in:
7
A guided tour through quadratic hedging approaches
Schweizer, Martin
-
1999
Persistent link: https://www.econbiz.de/10001473109
Saved in:
8
Approximation pricing and the variance-optimal martingale measure
Schweizer, Martin
-
1995
Persistent link: https://www.econbiz.de/10000927705
Saved in:
9
Risky options simplified
Schweizer, Martin
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10001372090
Saved in:
10
On Bermudan options
Schweizer, Martin
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 257-270)
.
2002
Persistent link: https://www.econbiz.de/10001672241
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