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isPartOf:"MPRA Paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Cao, Xu"
~person:"Labuschagne, Coenraad C. A."
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Cao, Xu
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MPRA Paper
The North American journal of economics and finance : a journal of financial economics studies
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
1
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Do idiosyncratic skewness and kurtosis really matter?
Ayadi, Mohamed
;
Cao, Xu
;
Lazrak, Skander
;
Wang, Yan
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012203105
Saved in:
2
Dupire's formulas in the Piterbarg option pricing model
Labuschagne, Coenraad C. A.
;
Boetticher, Sven T. von
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 148-162
Persistent link: https://www.econbiz.de/10011673354
Saved in:
3
Pricing exotic options using the Wang transform
Labuschagne, Coenraad C. A.
;
Offwood, Theresa M.
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 139-150
Persistent link: https://www.econbiz.de/10009779326
Saved in:
4
Arbitrage-free implied volatility surfaces for options on single stock futures
Kotzé, Antonie
;
Labuschagne, Coenraad C. A.
;
Nair, …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 380-399
Persistent link: https://www.econbiz.de/10010367577
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