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Article 132
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Undetermined 132
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Jarrow, Robert A. 4 Dai, Tian-Shyr 3 Huang, James 3 Schoutens, Wim 3 Agarwal, Vikas 2 Andersen, Leif 2 Carr, Peter 2 Cassano, Mark A. 2 Chesney, Marc 2 Clewlow, Les 2 Fengler, Matthias R. 2 Forsyth, P.A. 2 Gibson, Rajna 2 Guillaume, Florence 2 Guillaume, Tristan 2 Handley, John C. 2 Hodges, Stewart 2 Itkin, Andrey 2 Kavussanos, Manolis G. 2 Kwok, Yue Kuen 2 Li, Minqiang 2 Lyuu, Yuh-Dauh 2 Madan, Dilip B. 2 Pelsser, Antoon 2 Peterson, Sandra J. 2 Ritchken, Peter 2 Schwartz, Eduardo S. 2 Stapleton, Richard C. 2 Vetzal, K.R. 2 Yildirim, Yildiray 2 Zhang, Jin E. 2 Ahn, Dong-Hyun 1 Akın, T. 1 Alici, A. 1 Andreasen, Jesper 1 Antonelli, F. 1 Areal, Nelson 1 Armada, Manuel R. 1 Bank, Peter 1 Basturk, E. 1
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Review of derivatives research 132
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OLC EcoSci 132
Showing 1 - 10 of 132
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The performance of model based option trading strategies
Eraker, Bjørn - In: Review of derivatives research 16 (2013) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10010095373
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The αVG model for multivariate asset pricing: calibration and extension
Guillaume, Florence - In: Review of derivatives research 16 (2013) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10010095374
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Parametric modeling of implied smile functions: a generalized SVI model
Zhao, Bo; Hodges, Stewart D. - In: Review of derivatives research 16 (2013) 1, pp. 53-77
Persistent link: https://www.econbiz.de/10010095375
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On the primal-dual algorithm for callable Bermudan options
Mair, Maximilian L.; Maruhn, Jan H. - In: Review of derivatives research 16 (2013) 1, pp. 79-110
Persistent link: https://www.econbiz.de/10010095376
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New solvable stochastic volatility models for pricing volatility derivatives
Itkin, Andrey - In: Review of derivatives research 16 (2013) 2, pp. 111-134
Persistent link: https://www.econbiz.de/10010136592
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The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques
Griebsch, Susanne A. - In: Review of derivatives research 16 (2013) 2, pp. 135-165
Persistent link: https://www.econbiz.de/10010136593
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Valuation of American partial barrier options
Jun, Doobae; Ku, Hyejin - In: Review of derivatives research 16 (2013) 2, pp. 167-191
Persistent link: https://www.econbiz.de/10010136594
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How fair-value accounting can influence firm hedging
Beisland, Leif Atle; Frestad, Dennis - In: Review of derivatives research 16 (2013) 2, pp. 193-217
Persistent link: https://www.econbiz.de/10010136595
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A call on art investments
Kraeussl, Roman; Wiehenkamp, Christian - In: Review of derivatives research 15 (2012) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009843784
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Delta-hedging correlation risk?
Cousin, Areski; Crépey, Stéphane; Kan, Yu Hang - In: Review of derivatives research 15 (2012) 1, pp. 25-57
Persistent link: https://www.econbiz.de/10009843785
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