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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
34
Theory
34
Option pricing theory
27
Incomplete market
16
Unvollkommener Markt
16
Stochastic process
14
Stochastischer Prozess
14
Option trading
13
Optionsgeschäft
13
Martingal
10
Martingale
10
Portfolio selection
10
Portfolio-Management
10
Volatility
10
Volatilität
10
Hedging
9
Nutzen
8
Prospect Theory
8
Prospect theory
8
Utility
8
Anlageverhalten
7
Behavioural finance
7
Black-Scholes model
6
Black-Scholes-Modell
6
Risiko
6
Risk
6
Aktienoption
5
Decision under uncertainty
5
Derivat
5
Derivative
5
Entscheidung unter Unsicherheit
5
Risikoaversion
5
Risk aversion
5
Search theory
5
Stock option
5
Suchtheorie
5
Nutzenfunktion
4
Real options analysis
4
Realoptionsansatz
4
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Free
7
Undetermined
4
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Article
19
Book / Working Paper
8
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Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Aufsatzsammlung
1
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Language
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English
27
Author
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Henderson, Vicky
17
Hobson, David G.
17
Sun, Jia
3
Whalley, A. Elizabeth
3
Howison, Sam
2
Kluge, Tino
2
Liang, Gechun
2
Neuberger, Anthony
2
Rogers, Leonard C. G.
2
Benth, Fred Espen
1
Brown, Haydyn
1
Cox, Alexander M. G.
1
Davis, Mark H. A.
1
Kentwell, Glenn
1
Klimmek, Martin
1
Norgilas, Dominykas
1
Shaw, William
1
Wojakowski, Rafa L.
1
Wojakowski, Rafal
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
Mathematical finance
5
International journal of theoretical and applied finance
2
Paris Princeton lectures on mathematical finance
2
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Lecture notes in mathematics : a collection of informal reports and seminars
1
Review of derivatives research
1
WBS Finance Group Research Paper
1
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ECONIS (ZBW)
27
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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
Passport options with stochastic volatility
Henderson, Vicky
;
Hobson, David G.
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 97-118
Persistent link: https://www.econbiz.de/10001628628
Saved in:
3
A new class of commodity hedging strategies : a passport options approach
Henderson, Vicky
;
Hobson, David G.
;
Kentwell, Glenn
- In:
International journal of theoretical and applied finance
5
(
2002
)
3
,
pp. 255-278
Persistent link: https://www.econbiz.de/10001674216
Saved in:
4
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
- In:
Review of derivatives research
8
(
2005
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10002975937
Saved in:
5
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:
6
A comparison of q-optimal option prices in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
-
2003
Persistent link: https://www.econbiz.de/10009581657
Saved in:
7
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:
8
Valuation of claims on nontraded assets using utility maximization
Henderson, Vicky
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 351-373
Persistent link: https://www.econbiz.de/10001741947
Saved in:
9
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
-
2002
Persistent link: https://www.econbiz.de/10009581661
Saved in:
10
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 49-59
Persistent link: https://www.econbiz.de/10002582917
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