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Alghalith, Moawia
2
Brusa, Jorge
2
Goldenberg, David H.
2
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2
Liu, Daniel Pu
2
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1
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International journal of financial markets and derivatives
45
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OLC EcoSci
45
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1
Autocall structured products : a case study of Vale S. A.
Jordão da Gama Silva, Paulo Vitor
;
Pinto, Antonio …
- In:
International journal of financial markets and derivatives
3
(
2012
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10010147898
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2
The investor sentiment endurance index and its forecasting ability
He, Ling T.
- In:
International journal of financial markets and derivatives
3
(
2012
)
1
,
pp. 61-70
Persistent link: https://www.econbiz.de/10010147899
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3
The design of bank-issued market-indexed certificates of deposit : survey, pricing and empirical test
Hernández, Rodrigo
;
Brusa, Jorge
;
Liu, Daniel Pu
- In:
International journal of financial markets and derivatives
3
(
2012
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10010147900
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4
Regime dependent causality : equity and credit markets
Bhar, Ramaprasad
;
Colwell, David B.
;
Wang, Peipei
- In:
International journal of financial markets and derivatives
3
(
2012
)
1
,
pp. 36-44
Persistent link: https://www.econbiz.de/10010147901
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5
An Fx options model that incorporates 25-delta strangles and 25-delta risk reversals
Vaidyanathan, K.
- In:
International journal of financial markets and derivatives
3
(
2012
)
1
,
pp. 20-35
Persistent link: https://www.econbiz.de/10010147902
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6
A comparison between the recent financial crisis of 2008 and the crisis of 1999 in the Athens stock market
Maligkris, Anastasios
;
Koulakiotis, Athanasios
;
Kiohos, …
- In:
International journal of financial markets and derivatives
3
(
2012
)
1
,
pp. 12-19
Persistent link: https://www.econbiz.de/10010147903
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7
Arbitrage illustrated by option models
Sebehela, Tumellano
- In:
International journal of financial markets and derivatives
3
(
2012
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10010147904
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8
Pricing Chinese warrants using artificial neural networks coupled with Markov regime switching model
Liu, David
;
Zhang, Lei
- In:
International journal of financial markets and derivatives
2
(
2011
)
4
,
pp. 314-330
Persistent link: https://www.econbiz.de/10010008733
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9
Can we use the Black-Scholes-Merton model to value temperature options?
Meissner, Gunter
;
Burke, James
- In:
International journal of financial markets and derivatives
2
(
2011
)
4
,
pp. 298-313
Persistent link: https://www.econbiz.de/10010008734
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10
A model of stock option prices
Yang, Zhongjin
;
Yang, Cassidy
- In:
International journal of financial markets and derivatives
2
(
2011
)
4
,
pp. 288-297
Persistent link: https://www.econbiz.de/10010008735
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