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~isPartOf:"Applied financial economics"
~isPartOf:"Finance research letters"
~subject:"Zins"
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Zins
Option pricing theory
143
Optionspreistheorie
143
Volatility
55
Volatilität
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Option trading
48
Optionsgeschäft
48
Stochastic process
45
Stochastischer Prozess
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Sorwar, Ghulam
3
Azzone, Michele
1
Baviera, Roberto
1
Mashele, Hopolang Phillip
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Nowman, Kalid Ben
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Sonono, Masimba Energy
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Sáez, Marc
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Applied financial economics
Finance research letters
Insurance / Mathematics & economics
14
International journal of theoretical and applied finance
13
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9
The journal of computational finance
9
Journal of banking & finance
7
The journal of real estate finance and economics
7
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5
Journal of mathematical finance
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Review of derivatives research
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The journal of futures markets
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International journal of financial engineering
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Review of quantitative finance and accounting
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Risks : open access journal
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Applied economics
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Asia-Pacific financial markets
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Journal of econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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The North American journal of economics and finance : a journal of financial economics studies
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ASTIN bulletin : the journal of the International Actuarial Association
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Asia-Pacific journal of financial studies
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Decisions in economics and finance : a journal of applied mathematics
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European journal of operational research : EJOR
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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Operations research letters
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The journal of finance : the journal of the American Finance Association
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Advances in Pacific Basin financial markets
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Advances in international banking and finance
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ECONIS (ZBW)
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1
The closed-form approximation to price basket options under stochastic interest rate
Yu, Bo
;
Zhu, Hongmei
;
Wu, Ping
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013342195
Saved in:
2
Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
3
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
Saved in:
4
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
5
Implied derivative security prices based two-factor interest model : a UK application
Sorwar, Ghulam
- In:
Applied financial economics
15
(
2005
)
10
,
pp. 739-744
Persistent link: https://www.econbiz.de/10002955246
Saved in:
6
Implied option prices from the continuous time CKLS interest rate model : an application to the UK
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
Applied financial economics
13
(
2003
)
3
,
pp. 191-198
Persistent link: https://www.econbiz.de/10001742866
Saved in:
7
Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
Saved in:
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