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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Optionsgeschäft"
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Optionsgeschäft
Yield curve
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
6
The journal of futures markets
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Finance research letters
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4
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Financial innovation : FIN
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International journal of theoretical and applied finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / National Bureau of Economic Research, Inc.
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17th Conference on the Theories and Practices of Securities and Financial Markets, 2009
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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American journal of agricultural economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
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Efficent pricing of barrier options and credit default swapts in Lévy models with stochastic interest rate
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1089-1123
Persistent link: https://www.econbiz.de/10011765022
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2
Valuation of floating range notes in Lévy term-structure models
Eberlein, Ernst
;
Kluge, Wolfgang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10003325838
Saved in:
3
Pricing swaptions and coupon bond options in affine term structure models
Schrager, David F.
;
Pelsser, Antoon André Jean
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 673-694
Persistent link: https://www.econbiz.de/10003394188
Saved in:
4
Solution of the extended CIR term structure and bond option valuation
Maghsoodi, Yoosef
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001201643
Saved in:
5
A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Brace, Alan
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 259-283
Persistent link: https://www.econbiz.de/10001185092
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