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~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~subject:"Zinsstruktur"
~type_genre:"Collection of articles of several authors"
~type_genre:"Non-commercial literature"
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Zinsstruktur
Option pricing theory
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Optionspreistheorie
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Estimation
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Schätzung
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USA
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United States
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Behavioural finance
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1983-1998
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Rosenberg, Joshua V.
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
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Working paper
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Empirical tests of interest rate model pricing kernels
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001447985
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2
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
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3
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
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