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isPartOf:"Issues in derivative instruments"
subject:"Derivat"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk management in financial institutions"
~person:"Egami, M."
~person:"Forsyth, Peter A."
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Issues in derivative instruments
Journal of banking & finance
Journal of risk management in financial institutions
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ECONIS (ZBW)
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An analysis of simultaneous company defaults using a shot noise process
Egami, M.
;
Kevkhishvili, R.
- In:
Journal of banking & finance
80
(
2017
),
pp. 135-161
Persistent link: https://www.econbiz.de/10011816249
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2
Pricing methods and hedging strategies for volatility derivatives
Windcliff, H.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 409-431
Persistent link: https://www.econbiz.de/10003291280
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