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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of fixed income"
~person:"Barraquand, Jérôme"
~person:"Schwartz, Eduardo S."
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
4
Theorie
4
Theory
4
Yield curve
2
Zinsstruktur
2
1977-1992
1
Accounting valuation
1
Aggregation
1
Arbitrage Pricing
1
Arbitrage pricing
1
Betriebliche Investitionstheorie
1
Bilanzielle Bewertung
1
Commodity derivative
1
Corporate investment theory
1
Derivat
1
Derivative
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Forest economics
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Barraquand, Jérôme
Schwartz, Eduardo S.
Ott, Steven Henry
3
Chen, Ren-Raw
2
Childs, Paul D.
2
Chung, San-lin
2
Longstaff, Francis A.
2
Angbazo, Lazarus A.
1
Attari, Mukarram
1
Bakshi, Gurdip S.
1
Boyle, Phelim P.
1
Brunson, Andrew L.
1
Buchen, Peter W.
1
Carverhill, Andrew
1
Cathcart, Lara
1
Chang, Hsieh-chung
1
Chowdhury, Muinul
1
Clewlow, Les
1
Dharan, Venkat G.
1
Fabozzi, Frank J.
1
Friesen, Geoffrey C.
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Gonçalves, Franklin de O.
1
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1
Hilliard, Jimmy E.
1
Horchani, Sana
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1
Inui, Koji
1
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Jahel, Lina el
1
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Kau, James B.
1
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1
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1
Kijima, Masaaki
1
Koziol, Christian
1
Kunčev, Ognjan I.
1
Madan, Dilip B.
1
Malinova, Katya
1
Martineau, Didier
1
Mauer, David C.
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Journal of financial and quantitative analysis : JFQA
The journal of fixed income
Journal of energy finance & development
2
The journal of finance : the journal of the American Finance Association
2
Energy economics
1
Finanzmarkt und Portfolio-Management
1
Journal of financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of derivatives research
1
The review of financial studies
1
ohne Titel
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ECONIS (ZBW)
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1
Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001243206
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2
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
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3
Numerical valuation of high dimensional multivariate American securities
Barraquand, Jérôme
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 383-405
Persistent link: https://www.econbiz.de/10001218101
Saved in:
4
The valuation of forestry resources under stochastic prices and inventories
Morck, Randall
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
4
,
pp. 473-487
Persistent link: https://www.econbiz.de/10001082079
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