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~person:"Jarrow, Robert A."
~person:"Kim, Kwanho"
~subject:"Euromarkt"
~subject:"Option pricing theory"
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Euromarkt
Option pricing theory
Derivat
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Optionspreistheorie
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Currency derivative
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Eurodollar Futures Options
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Eurodollar futures options
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Method of moments
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Jarrow, Robert A.
Kim, Kwanho
Cassola, Nuno
11
Morana, Claudio
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Caporale, Guglielmo Maria
7
Girardi, Alessandro
6
Van Landschoot, Astrid
6
Bartolini, Leonardo
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Jondeau, Eric
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Prati, Alessandro
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Czellar, Veronika
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Karolyi, G. Andrew
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Reitz, Stefan
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Ronchetti, Elvezio
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Walter, Ingo
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Global business and finance review
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
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1
Variance bounds test of volatility expectations in eurodollar futures options markets
Kim, Kwanho
;
Poonvoralak, Wantanee
- In:
Global business and finance review
24
(
2019
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10012121276
Saved in:
2
Informational content of volatility forecasts in Eurodollar markets
Kim, Kwanho
- In:
Global business and finance review
21
(
2016
)
2
,
pp. 86-99
Persistent link: https://www.econbiz.de/10011607982
Saved in:
3
An integrated approach to the hedging and pricing of Eurodollar derivatives
Jarrow, Robert A.
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001227995
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