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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~subject:"Public bond"
~subject:"Risikoprämie"
~subject:"Währungsderivat"
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Public bond
Risikoprämie
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131
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94
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77
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Benth, Fred Espen
2
Hauser, Shmuel
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Overdahl, James A.
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Advances in futures and options research : a research annual
Applied mathematical finance
The journal of futures markets
193
Journal of international money and finance
92
NBER working paper series
64
Journal of banking & finance
59
NBER Working Paper
56
Working paper / National Bureau of Economic Research, Inc.
52
Journal of international financial markets, institutions & money
46
Applied financial economics
34
International review of economics & finance : IREF
32
International review of financial analysis
31
Discussion paper / Centre for Economic Policy Research
30
Energy economics
29
Journal of financial economics
27
Global finance journal
26
The journal of finance : the journal of the American Finance Association
25
Economics letters
24
Journal of empirical finance
24
Discussion paper
21
Journal of financial and quantitative analysis : JFQA
21
Applied economics
20
Finance research letters
20
International journal of theoretical and applied finance
20
IMF working papers
19
Working paper
19
IMF working paper
18
Review of futures markets
17
The European journal of finance
17
Journal of international economics
16
The North American journal of economics and finance : a journal of financial economics studies
16
The review of financial studies
16
Wiley trading series
15
EUI working paper / ECO
13
European economic review : EER
13
Journal of money, credit and banking : JMCB
13
Journal of multinational financial management
13
Pacific-Basin finance journal
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Applied economics letters
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ECONIS (ZBW)
34
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1
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
2
Eurodollar
futures
pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
3
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
4
Semi-analytical pricing of currency options in the Heston/CIR jump-diffusion hybrid model
Ahlip, Rehez
;
Rutkowski, Marek
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010505183
Saved in:
5
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:
6
Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
Saved in:
7
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
8
Exchange traded foreign warrants
Gruca, E.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 53-66
Persistent link: https://www.econbiz.de/10001145854
Saved in:
9
Cash
futures
pricing and hedge ratios
Lady, George M.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 137-152
Persistent link: https://www.econbiz.de/10001339380
Saved in:
10
Currency option pricing in a family of exchange rate regimes
Ekvall, Niklas
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 113-143
Persistent link: https://www.econbiz.de/10001211302
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