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Jarrow, Robert A.
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Review of derivatives research
132
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OLC EcoSci
132
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1
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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2
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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3
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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4
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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5
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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6
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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7
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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8
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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9
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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10
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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