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type:"article"
type_genre:"Article in journal"
~person:"Chesney, Marc"
~subject:"Share price"
~subject:"Theorie"
~type_genre:"Marktinformation"
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Chesney, Marc
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Finanzmarkt und Portfolio-Management
1
Journal of financial and quantitative analysis : JFQA
1
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ECONIS (ZBW)
2
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Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data
Chesney, Marc
- In:
Finanzmarkt und Portfolio-Management
9
(
1995
)
1
,
pp. 35-60
Persistent link: https://www.econbiz.de/10001221976
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2
Pricing European currency options : a comparison of the modified Black-Scholes model and a random variance model
Chesney, Marc
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
3
,
pp. 267-284
Persistent link: https://www.econbiz.de/10001074017
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