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type_genre:"Arbeitspapier"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Derivatives Finanzinstrument"
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Derivat
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Theorie
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Platen, Eckhard
10
Schlögl, Erik
7
Nikitopoulos, Christina Sklibosios
6
Cheng, Benjamin
4
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3
Heath, David C.
2
Badran, Alexander
1
Baldeaux, Jan
1
Biagini, Francesca
1
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1
Chege Maina, Samuel
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Shi, Lei
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Tô, Thuy-duong
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Wei, Lijian
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
61
Finance and economics discussion series
33
Working paper
33
IMF working papers
32
Discussion paper / Centre for Economic Policy Research
27
Working paper series
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Research paper series / Swiss Finance Institute
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IMF working paper
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SFB 649 discussion paper
22
Discussion paper
17
Discussion paper / Center for Economic Research, Tilburg University
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Staff working papers / Bank of England
17
Discussion paper / Tinbergen Institute
16
The journal of futures markets
16
Working paper / Centre for Financial Research
15
Swiss Finance Institute Research Paper
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
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SSE EFI working paper series in economics and finance
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Working paper / Department of Commerce, College of Business, Massey University
8
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Working paper / University of Alberta, Faculty of Arts, Department of Economics
7
Working papers
7
Working papers / Bank of England
7
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ECONIS (ZBW)
25
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1
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
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2
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
3
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
4
Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
5
Loading pricing of catastrophe bonds and other long-dated, insurance-type contracts
Platen, Eckhard
;
Taylor, David
-
2016
Persistent link: https://www.econbiz.de/10011778139
Saved in:
6
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
7
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
8
Position-limit design for the CSI 300 futures markets
Wei, Lijian
;
Zhang, Wei
;
Xiong, Xiong
;
Shi, Lei
-
2014
Persistent link: https://www.econbiz.de/10011344802
Saved in:
9
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
10
Self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
-
2013
Persistent link: https://www.econbiz.de/10010245509
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