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~subject:"Option pricing theory"
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Option pricing theory
Theorie
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Zinsstruktur
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Großbritannien
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United Kingdom
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Interest rate
14
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English
12
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Sorwar, Ghulam
11
Barone-Adesi, Giovanni
3
Dowd, Kevin
3
Nowman, Kalid Ben
3
Allegretto, Walter
2
Mozumder, Sharif
2
Dinenis, Elias
1
Dontis-Charitos, Panagiotis
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Gough, Orla
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Lin, Yanping
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Sudarsanam, Sudi
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Applied financial economics
2
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1
Asia-Pacific financial markets
1
Finance : revue de l'Association Française de Finance
1
Global finance journal
1
International journal of bonds and derivatives
1
International journal of financial engineering
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
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ECONIS (ZBW)
12
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1
An evaluation of contingent claims using the CKLS interest rate model : an analysis of Australia, Japan, and the United Kingdom
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
Asia-Pacific financial markets
6
(
1999
)
3
,
pp. 205-219
Persistent link: https://www.econbiz.de/10001449329
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2
Derivative prices from interest rate models : results for Canada, Hong Kong, and United States
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
International review of financial analysis
14
(
2005
)
4
,
pp. 428-438
Persistent link: https://www.econbiz.de/10003117478
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3
Continuous and discrete time modelling of spillovers in equity and bond markets
Dontis-Charitos, Panagiotis
;
Gough, Orla
;
Nowman, Kalid Ben
- In:
International journal of bonds and derivatives
1
(
2013
)
1
,
pp. 54-87
Persistent link: https://www.econbiz.de/10010338909
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. 739-744
Persistent link: https://www.econbiz.de/10002955246
Saved in:
5
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
6
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/10001544341
Saved in:
7
Estimating financial risk measures for options
Sorwar, Ghulam
;
Dowd, Kevin
- In:
Journal of banking & finance
34
(
2010
)
8
,
pp. 1982-1992
Persistent link: https://www.econbiz.de/10008665539
Saved in:
8
Valuation of two-factor interest rate contingent claims using Green's theorem
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 277-289
Persistent link: https://www.econbiz.de/10009381923
Saved in:
9
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/10009708117
Saved in:
10
Determinants of takeover premium in cash offers : an option pricing approach
Sudarsanam, Sudi
;
Sorwar, Ghulam
- In:
Journal of business finance & accounting : JBFA
37
(
2010
)
5/6
,
pp. 687-714
Persistent link: https://www.econbiz.de/10008698688
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