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~subject:"Optionsgeschäft"
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ON THE AMERICAN OPTION PROBLEM
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Optionsgeschäft
Option pricing theory
9
Optionspreistheorie
9
Theorie
8
Theory
8
Stochastic process
7
Stochastischer Prozess
7
Search theory
5
Suchtheorie
5
Option trading
4
optimal stopping
4
Arbitrage Pricing
3
Arbitrage pricing
3
Forecasting model
3
Prognoseverfahren
3
free-boundary problem
3
geometric Brownian motion
3
local time-space calculus
3
Begrenzte Rationalität
2
Bounded rationality
2
Dynamic optimality
2
Dynamic programming
2
Dynamische Optimierung
2
Mathematical programming
2
Mathematische Optimierung
2
Mean-variance analysis
2
Portfolio selection
2
Portfolio-Management
2
Static optimality
2
arbitrage-free price
2
nonlinear integral equation
2
smooth fit
2
American Asian option
1
Analysis
1
Asia
1
Asien
1
Bernoulli equation
1
British Asian option
1
Brownian motion
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CAPM
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English
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Peskir, Goran
4
Samee, Farman
2
Glover, Kristoffer
1
Uys, N.
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Applied mathematical finance
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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A note on the call-put parity and a call-put duality
Peskir, Goran
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560014
Saved in:
2
On Asian options of American type
Peskir, Goran
(
contributor
);
Uys, N.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167504
Saved in:
3
The British put option
Peskir, Goran
;
Samee, Farman
- In:
Applied mathematical finance
18
(
2011
)
5/6
,
pp. 537-563
Persistent link: https://www.econbiz.de/10009422534
Saved in:
4
The British Asian option
Glover, Kristoffer
;
Peskir, Goran
;
Samee, Farman
-
2009
Persistent link: https://www.econbiz.de/10003857528
Saved in:
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