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type_genre:"Arbeitspapier"
~isPartOf:"Les cahiers de recherche / HEC Paris"
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Search: subject_exact:"Währungsswap"
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Currency derivative
5
Währungsderivat
5
Option pricing theory
3
Optionspreistheorie
3
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2
Wechselkurspolitik
2
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Dumas, Bernard
3
Jennergren, Lars Peter
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Näslund, Bertil
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Working paper / National Bureau of Economic Research, Inc.
38
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22
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18
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12
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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AFI
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ECONIS (ZBW)
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1
Realignment risk and currency option pricing in target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000881672
Saved in:
2
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000882093
Saved in:
3
Currency option pricing in credible target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1992
Persistent link: https://www.econbiz.de/10000850426
Saved in:
4
Optimal currency hedge ratios and interest rate risk
Briys, Eric
;
Solnik, Bruno
-
1992
Persistent link: https://www.econbiz.de/10000838412
Saved in:
5
Options to trade foreign currencies at the "most favorable" rate
Chesney, Marc
;
Barone-Adesi, Giovanni
-
1991
Persistent link: https://www.econbiz.de/10000813418
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