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~subject:"Optionspreistheorie"
~subject:"Theory"
~type_genre:"Forschungsbericht"
~type_genre:"Reprint"
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Interest-rate derivatives, exotics, real options and empirical evidence
Kōnstantinidēs, Giōrgos
(
contributor
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2001
Persistent link: https://www.econbiz.de/10001548972
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Why the forward rate is a biased predictor of the future spot rate if investors are risk neutral
Schmidt, Roland
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1993
Persistent link: https://www.econbiz.de/10000855153
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