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Sorwar, Ghulam
13
Barone-Adesi, Giovanni
4
Dowd, Kevin
3
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2
Nowman, K. Ben
2
Nowman, K.Ben
2
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Lin, Yanping
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ECONIS (ZBW)
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Implied option prices from the continuous time CKLS interest rate model: an application to the UK
Ben Nowman, K.
;
Sorwar, Ghulam
- In:
Applied financial economics
13
(
2003
)
3
,
pp. 191-198
Persistent link: https://www.econbiz.de/10007657258
Saved in:
2
A multi-country analysis of the 20072009 financial crisis: empirical results from discrete and continuous time models
Dontis-Charitos, P.
;
Jory, S. R.
;
Ngo, T. N.
;
Nowman, K. B.
- In:
Applied financial economics
23
(
2013
)
11
,
pp. 929-950
Persistent link: https://www.econbiz.de/10010108426
Saved in:
3
Estimating financial risk measures for options
Sorwar, Ghulam
;
Dowd, Kevin
- In:
Journal of banking & finance
34
(
2010
)
8
,
pp. 1982-1993
Persistent link: https://www.econbiz.de/10008424793
Saved in:
4
Implied derivative security prices based two-factor interest model: a UK application
Sorwar, Ghulam
- In:
Applied financial economics
15
(
2005
)
10
,
pp. 739
Persistent link: https://www.econbiz.de/10007641398
Saved in:
5
Valuation of derivatives based on single-factor interest rate models
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
;
Allegretto, Walter
- In:
Global finance journal
18
(
2007
)
2
,
pp. 251-269
Persistent link: https://www.econbiz.de/10007869963
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6
Spectral Risk Measures: Properties and Limitations
Dowd, Kevin
;
Cotter, John
;
Sorwar, Ghulam
- In:
Journal of financial services research : JFSR
34
(
2008
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10008075716
Saved in:
7
Pricing UK and US securities within the CKLS model: Further results
Nowman, K.Ben
;
Sorwar, Ghulam
- In:
International review of financial analysis
8
(
1999
)
3
,
pp. 235-246
Persistent link: https://www.econbiz.de/10007182534
Saved in:
8
A new approach to check the free boundary of single factor interest rate put option
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Dinenis, Elias
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 153-168
Persistent link: https://www.econbiz.de/10009918841
Saved in:
9
Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
- In:
Applied mathematical finance
18
(
2011
)
4
,
pp. 277-290
Persistent link: https://www.econbiz.de/10009988443
Saved in:
10
Option pricing under non-normality: a comparative analysis
Mozumder, Sharif
;
Sorwar, Ghulam
;
Dowd, Kevin
- In:
Review of quantitative finance and accounting
40
(
2013
)
2
,
pp. 273-292
Persistent link: https://www.econbiz.de/10010066569
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