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~accessRights:"restricted"
~person:"Azhar Mohamad"
~person:"Benth, Fred Espen"
~person:"Perrakis, Stylianos"
~subject:"Derivative"
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Option trading
10
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Option pricing theory
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5
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4
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1983-2006
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Azhar Mohamad
Benth, Fred Espen
Perrakis, Stylianos
Wang, Xingchun
12
Ryu, Doojin
4
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3
Gao, Min
3
Kim, Geonwoo
3
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3
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Imtiaz Mohammad Sifat
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
International journal of finance & economics : IJFE
1
International journal of theoretical and applied finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
Predictive power of implied volatility of structured call warrants : evidence from Singapore
Najmi Ismail Murad Samsudin
;
Azhar Mohamad
;
Imtiaz …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4412-4430
Persistent link: https://www.econbiz.de/10013461338
Saved in:
2
Implied volatility of structured warrants : emerging market evidence
Najmi Ismail Murad Samsudin
;
Azhar Mohamad
;
Imtiaz …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 464-479
Persistent link: https://www.econbiz.de/10012655531
Saved in:
3
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
4
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
5
Are options on index futures profitable for risk averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
-
2010
Persistent link: https://www.econbiz.de/10008656711
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