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person:"Duan, Jin-Chuan"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Alexander, Carol"
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Option pricing theory
3
Optionspreistheorie
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Hedging
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2007-2008
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ARCH model
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ARCH-Modell
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Modellierung
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Option trading
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Optionsgeschäft
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Duan, Jin-Chuan
Alexander, Carol
Chung, San-lin
7
Câmara, António
7
Kang, Jangkoo
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Hung, Mao-Wei
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Kim, Hwa-sung
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Kwok, Yue-Kuen
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Corrado, Charles Joseph
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Gauthier, Geneviève
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Nunes, Joaõ Pedro Vidal
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The journal of futures markets
Discussion paper / ICMA Centre, Henley Business School, University of Reading
4
Journal of banking & finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Journal of economic dynamics & control
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The Wiley Finance Ser
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Applied mathematical finance
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Econometric reviews
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Federal Reserve Bank of Cleveland working paper series
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Henley University ICMA Centre Discussion Paper in Finance
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ICMA Centre Discussion Papers in Finance DP2009-05
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International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
1
Quantitative finance
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The Wiley Finance Series
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The handbook of commodity investing
1
The journal of computational finance
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University of Reading Henley Business School ICMA Centre Discussion Paper in Finance
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Does model fit matter for hedging? : evidence from FTSE 100 options
Alexander, Carol
;
Kaeck, Andreas
- In:
The journal of futures markets
32
(
2012
)
7
,
pp. 609-638
Persistent link: https://www.econbiz.de/10010218790
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2
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
3
Approximating American option prices in the GARCH framework
Duan, Jin-Chuan
;
Gauthier, Geneviève
;
Sasseville, Caroline
- In:
The journal of futures markets
23
(
2003
)
10
,
pp. 915-929
Persistent link: https://www.econbiz.de/10001789593
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