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type_genre:"Multi-volume publication"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Kreditderivat"
~subject:"Theory"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Wertpapiertermingeschäft"
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Platen, Eckhard
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Chan, Leunglung
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Chege Maina, Samuel
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Chiarella, Carl
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Dewynne, Jeff N.
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
19
Finance and economics discussion series
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SFB 649 discussion paper
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Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
2
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
3
Position-limit design for the CSI 300 futures markets
Wei, Lijian
;
Zhang, Wei
;
Xiong, Xiong
;
Shi, Lei
-
2014
Persistent link: https://www.econbiz.de/10011344802
Saved in:
4
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
5
Self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
-
2013
Persistent link: https://www.econbiz.de/10010245509
Saved in:
6
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
7
The law of minimum price
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856792
Saved in:
8
Pricing financial derivatives on weather sensitive assets
Filar, Jerzy A.
;
Kang, Boda
;
Korolkiewicz, Malgorzata
-
2008
Persistent link: https://www.econbiz.de/10003857122
Saved in:
9
A unifying approach to asset pricing
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857126
Saved in:
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