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type_genre:"Nachschlagewerk"
~person:"Choudhry, Taufiq"
~person:"Wang, Yongjin"
~subject:"Canada"
~subject:"Devisenmarkt"
~subject:"Option pricing theory"
~subject:"Rohstoffderivat"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Devisenmarkt
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Rohstoffderivat
Currency derivative
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5
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3
Optionspreistheorie
3
Wechselkurs
3
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2
Devisenoption
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1985-1996
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Choudhry, Taufiq
Wang, Yongjin
Jennergren, Lars Peter
4
Näslund, Bertil
4
Chen, Jun-Home
3
Dumas, Bernard
3
Lian, Yu-Min
3
Lin, Shih-kuei
3
Taylor, Mark P.
3
Wang, Peijie
3
Zilcha, Itzhak
3
Abraham, Rebecca
2
Ahlip, Rehez
2
Alanazi, Ahmed S.
2
Benth, Fred Espen
2
Bhargava, Vivek
2
Bo, Lijun
2
Broll, Udo
2
Chen, Yu-Lun
2
DeMaskey, Andrea L.
2
El Shazly, Mona
2
Fawson, Christopher
2
Gau, Yin-feng
2
Ghosh, Dilip K.
2
Gil-Alaña, Luis A.
2
Gregory, Allan W.
2
Hartmann, Philipp
2
Hoque, Ariful
2
Huang, Jianfeng
2
Itō, Takatoshi
2
Kabanov, Jurij M.
2
Kalirajan, Kaliappa
2
Keefe, Helena Glebocki
2
Kellard, Neil
2
Kim, Kwanho
2
Kočenda, Evžen
2
Liao, Szu-Lang
2
Lien, Da-hsiang Donald
2
Liu, Hao-chen
2
Malhotra, Davinder Kumar
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Applied mathematical finance
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Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
The European journal of finance
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ECONIS (ZBW)
5
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1
Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
2
The long memory of the forward premium during the 1920s’ float : evidence from the European foreign exchange market
Choudhry, Taufiq
- In:
The European journal of finance
19
(
2013
)
9/10
,
pp. 964-977
Persistent link: https://www.econbiz.de/10010245643
Saved in:
3
Derivative pricing based on the exchange rate in a target zone with realignment
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 945-956
Persistent link: https://www.econbiz.de/10009380992
Saved in:
4
Markov-modulated jump : diffusions for currency option pricing
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 461-469
Persistent link: https://www.econbiz.de/10003981142
Saved in:
5
Re-examining forward market efficiency : evidence from fractional and Harris-Inder cointegration tests
Choudhry, Taufiq
- In:
International review of economics & finance : IREF
8
(
1999
)
4
,
pp. 433-453
Persistent link: https://www.econbiz.de/10001443992
Saved in:
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