![[höher]](/style/images/multi_up.png)
Eine Ebene höherGruppiert nach:
Dokumententyp
| Veröffentlichungsdatum
Springe zu: Zeitschriftenartikel
Anzahl der Publikationen: 4
Zeitschriftenartikel
Behrens, Tobias; Junike, Gero 
ORCID: https://orcid.org/0000-0001-8686-2661 und Schoutens, Wim
(März 2025):
Failure of Fourier pricing techniques to approximate the Greeks.
In: Frontiers of Mathematical Finance, Bd. 4: S. 102-113
ORCID: https://orcid.org/0000-0001-8686-2661 und Schoutens, Wim
(März 2025):
Failure of Fourier pricing techniques to approximate the Greeks.
In: Frontiers of Mathematical Finance, Bd. 4: S. 102-113
Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661; Schoutens, Wim und Stier, Hauke
(28. August 2021):
Performance of advanced stock price models when it becomes exotic: an empirical study.
In: Annals of Finance, Bd. 18: S. 109-113
ORCID: https://orcid.org/0000-0001-8686-2661; Schoutens, Wim und Stier, Hauke
(28. August 2021):
Performance of advanced stock price models when it becomes exotic: an empirical study.
In: Annals of Finance, Bd. 18: S. 109-113
Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661; Arratia, Argimiro; Cabaña, Alejandra und Schoutens, Wim
(1. April 2019):
American and exotic options in a market with frictions.
In: European Journal of Finance, Bd. 26, Nr. 2-3: S. 179-199
ORCID: https://orcid.org/0000-0001-8686-2661; Arratia, Argimiro; Cabaña, Alejandra und Schoutens, Wim
(1. April 2019):
American and exotic options in a market with frictions.
In: European Journal of Finance, Bd. 26, Nr. 2-3: S. 179-199
Guillaume, Florence; Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661; Leoni, Peter und Schoutens, Wim
(14. September 2018):
Implied liquidity risk premia in option markets.
In: Annals of Finance, Bd. 15, Nr. 2: S. 233-246
ORCID: https://orcid.org/0000-0001-8686-2661; Leoni, Peter und Schoutens, Wim
(14. September 2018):
Implied liquidity risk premia in option markets.
In: Annals of Finance, Bd. 15, Nr. 2: S. 233-246