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Search: "The journal of derivatives : the official publication of the International Association of Financial Engineers."
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The journal of derivatives : the official publication of the International Association of Financial Engineers
504
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ECONIS (ZBW)
504
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1
Evolution of real estate derivatives and their pricing
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10012306146
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2
Exact replication of the best rebalancing rule in Hindsight
Garivaltis, Alex
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 35-53
Persistent link: https://www.econbiz.de/10012306184
Saved in:
3
The determinants of CoCo bond prices
Khah, Sara Abed Masror
;
Vermaelen, Theo
;
Wolff, …
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012306156
Saved in:
4
A closed-form solution for the global quadratic hedging of options under geometric Gaussian random walks
Godin, Frédéric
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 97-107
Persistent link: https://www.econbiz.de/10012306177
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5
Long and short memory in the risk-neutral pricing process
Kim, Young Shin
;
Jiang, Danling
;
Stoyanov, Stoyan V.
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 71-88
Persistent link: https://www.econbiz.de/10012306192
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6
Pricing Bermudan variance swaptions using multinomial trees
Zhao, Honglei
;
Chatterjee, Rupak
;
Lonon, Thomas
; …
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 22-34
Persistent link: https://www.econbiz.de/10012306151
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7
Currency target zones as mirrored options
Lera, Sandro Claudio
;
Leiss, Matthias
;
Sornette, Didier
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012306163
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8
A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
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9
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
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10
Range-curtailing for options with discrete dividend payments under general diffusions
Thakoor, Deeveya
;
Bhuruth, Muddun
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 9-34
Persistent link: https://www.econbiz.de/10012306182
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