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55
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37
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33
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33
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32
Siu, Tak Kuen
32
Apergēs, Nikolaos
31
Chan, Kam C.
31
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Xuan Vinh Vo
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Finance research letters
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Journal of international financial markets, institutions & money
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Quantitative finance
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Economics letters
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ECONIS (ZBW)
34,866
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1
An empirical comparison of credit spreads between the bond market and the credit default swap market
Zhu, Haibin
- In:
Journal of financial services research : JFSR
29
(
2006
)
3
,
pp. 211-235
Persistent link: https://www.econbiz.de/10003328587
Saved in:
2
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
3
Analytical approximations for the critical stock prices of American options : a performance comparison
Li, Minqiang
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10008695500
Saved in:
4
Pricing and hedging American options analytically : a perturbation method
Zhang, Jin E.
;
Li, Tiecheng
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 59-87
Persistent link: https://www.econbiz.de/10003955680
Saved in:
5
The valuation of reset options when underlying assets are autocorrelated
Liu, Yu-hong
;
Jiang, I-ming
;
Lee, Shih-cheng
;
Chen, Yu-ting
- In:
The international journal of business and finance …
5
(
2011
)
2
,
pp. 95-114
Persistent link: https://www.econbiz.de/10008809184
Saved in:
6
The liquidity effect in option pricing : an empirical analysis
Feng, Shih-ping
- In:
The international journal of business and finance …
5
(
2011
)
2
,
pp. 35-43
Persistent link: https://www.econbiz.de/10008809189
Saved in:
7
How duration between trades of underlying securities affects option prices
Cartea, Alvaro
;
Meyer-Brandis, Thilo
- In:
Review of finance : journal of the European Finance …
14
(
2010
)
4
,
pp. 749-785
Persistent link: https://www.econbiz.de/10008823633
Saved in:
8
Cross-currency equity swaps in the BGM model
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
15
(
2007
)
2
,
pp. 60-76
Persistent link: https://www.econbiz.de/10003673317
Saved in:
9
A multinominal approximation for American option prices in Lévy process models
Maller, Ross A.
;
Solomon, David Henry
;
Szimayer, Alex
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003394175
Saved in:
10
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
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