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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of accountancy : publication of the American Institute of Certified Public Accountants
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Agricultural history : a publication of the Agricultural History Society
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ECONIS (ZBW)
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71
Internal valuation of assets with liquidity risk
Nauta, Bert-Jan
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 70-83
Persistent link: https://www.econbiz.de/10011687343
Saved in:
72
Vulnerable exotic derivatives
Escobar, Marcos
;
Mahlstedt, Mirco
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 84-102
Persistent link: https://www.econbiz.de/10011687344
Saved in:
73
A new model for pricing collateralized financial derivatives
Xiao, Tim
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 8-20
Persistent link: https://www.econbiz.de/10011687345
Saved in:
74
The market price of volatility risk and the dynamics of market and actuarial implied volatilities
Rebonato, Riccardo
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 21-51
Persistent link: https://www.econbiz.de/10011687425
Saved in:
75
A modified reduced-form model with time-varying default and recovery rates and its applications in pricing convertible bonds
Wang, Jr-Yan
;
Dai, Tian-Shyr
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 52-79
Persistent link: https://www.econbiz.de/10011687427
Saved in:
76
Calibrating short interest rate models in negative rate environments
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 80-92
Persistent link: https://www.econbiz.de/10011687429
Saved in:
77
Beer annuities : hold the interest and principal
Ortiz, Carlos E.
;
Stone, Charles A.
;
Zissu, Anne-Marie
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 108-114
Persistent link: https://www.econbiz.de/10011687432
Saved in:
78
Pricing an accumulator with continuous or discrete barrier
Xin, Ling
;
Yu, Philip L. H.
;
Lam, Kin
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 93-107
Persistent link: https://www.econbiz.de/10011687431
Saved in:
79
Consistent modeling of discrete cash dividends
Bernhart, German
;
Mai, Jan-Frederik
- In:
The journal of derivatives : the official publication …
22
(
2015
)
3
,
pp. 9-19
Persistent link: https://www.econbiz.de/10011399663
Saved in:
80
Calibrating and pricing with a stochastic-local volatility model
Tian, Yu
;
Zhu, Zili
;
Lee, Geoffrey
;
Klebaner, Fima C.
; …
- In:
The journal of derivatives : the official publication …
22
(
2015
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10011399673
Saved in:
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