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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 banking & finance
29
Competence Center Finanz- und Bankmanagement : ccfb
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Properties of the chooser flexible cap
Ohnishi, Masamitsu
;
Tamba, Yasuhiro
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 86-102
Persistent link: https://www.econbiz.de/10003611520
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2
An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor
;
Jarrow, Robert A.
;
Zullo, Ferdinando
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
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3
Valuation of European options subject to financial distress and interest rate risk
Klein, Peter
;
Inglis, Michael
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 44-56
Persistent link: https://www.econbiz.de/10001432493
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