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language:"nld"
subject:"Derivative"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Quantitative finance"
~language:"eng"
~person:"Hofer, Markus"
~person:"Liu, Francis"
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International review of economics & finance : IREF
Quantitative finance
IRTG 1792 discussion paper
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Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
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2
Liquidity risk in derivatives valuation : an improved credit proxy method
Sourabh, Sumit
;
Hofer, Markus
;
Kandhai, Drona
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 467-481
Persistent link: https://www.econbiz.de/10011906396
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