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~subject:"Optionsgeschäft"
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Optionsgeschäft
Theorie
36
Theory
36
Option pricing theory
28
Optionspreistheorie
28
Incomplete market
16
Unvollkommener Markt
16
Stochastic process
14
Stochastischer Prozess
14
Option trading
13
Portfolio selection
13
Portfolio-Management
13
Martingal
10
Martingale
10
Volatility
10
Volatilität
10
Hedging
9
Prospect Theory
9
Prospect theory
9
Anlageverhalten
8
Behavioural finance
8
Nutzen
8
Utility
8
Risiko
7
Risk
7
Search theory
7
Suchtheorie
7
Black-Scholes model
6
Black-Scholes-Modell
6
Derivat
6
Derivative
6
Aktienoption
5
Decision under uncertainty
5
Entscheidung unter Unsicherheit
5
Risikoaversion
5
Risk aversion
5
Stock option
5
Nutzenfunktion
4
Real options analysis
4
Realoptionsansatz
4
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4
Undetermined
4
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Article
9
Book / Working Paper
4
Type of publication (narrower categories)
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Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
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English
13
Author
All
Hobson, David G.
9
Henderson, Vicky
7
Sun, Jia
3
Whalley, A. Elizabeth
3
Brown, Haydyn
1
Cox, Alexander M. G.
1
Klimmek, Martin
1
Neuberger, Anthony
1
Norgilas, Dominykas
1
Rogers, Leonard C. G.
1
Shaw, William
1
Wojakowski, Rafa L.
1
Wojakowski, Rafal
1
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Finance and stochastics
6
Mathematical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
International journal of theoretical and applied finance
1
WBS Finance Group Research Paper
1
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ECONIS (ZBW)
13
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1
Local time, coupling and the passport option
Henderson, Vicky
;
Hobson, David G.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 69-80
Persistent link: https://www.econbiz.de/10001486624
Saved in:
2
Bounds for floating-strike Asian options using symmetry
Henderson, Vicky
;
Hobson, David G.
;
Shaw, William
; …
-
2003
Persistent link: https://www.econbiz.de/10009581655
Saved in:
3
Coupling and option price comparisons in a jumb-diffusion model
Henderson, Vicky
;
Hobson, David G.
-
2002
Persistent link: https://www.econbiz.de/10009581663
Saved in:
4
Robust hedging of the lookback option
Hobson, David G.
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 329-347
Persistent link: https://www.econbiz.de/10001247137
Saved in:
5
Robust hedging of barrier options
Brown, Haydyn
;
Hobson, David G.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001651137
Saved in:
6
Local martingales, bubbles and option prices
Cox, Alexander M. G.
;
Hobson, David G.
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 477-492
Persistent link: https://www.econbiz.de/10003123202
Saved in:
7
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
8
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
9
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
10
Portfolios of American options under general preferences : results and counterexamples
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 533-566
Persistent link: https://www.econbiz.de/10010486003
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