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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~subject:"Public bond"
~subject:"Risikoprämie"
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Public bond
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77
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Benth, Fred Espen
2
Overdahl, James A.
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Advances in futures and options research : a research annual
Applied mathematical finance
The journal of futures markets
86
Journal of banking & finance
35
NBER working paper series
29
Energy economics
27
Journal of international money and finance
27
NBER Working Paper
25
Working paper / National Bureau of Economic Research, Inc.
24
International review of financial analysis
20
Journal of financial economics
19
Applied financial economics
17
Journal of international financial markets, institutions & money
17
International review of economics & finance : IREF
15
Journal of empirical finance
15
Discussion paper / Centre for Economic Policy Research
11
The journal of finance : the journal of the American Finance Association
11
The review of financial studies
11
Working paper
10
Applied economics
9
Review of futures markets
9
International journal of theoretical and applied finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
Discussion papers / CEPR
7
Economics letters
7
Journal of money, credit and banking : JMCB
7
Quantitative finance
7
Research paper series / Swiss Finance Institute
7
Selected writings on futures markets : explorations in financial futures markets
7
The European journal of finance
7
Annals of finance
6
BIS working papers
6
Economic modelling
6
Interest rate futures : concepts and issues
6
The energy journal
6
Applied economics letters
5
Discussion papers in economics
5
European journal of operational research : EJOR
5
Finance research letters
5
International journal of finance & economics : IJFE
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ECONIS (ZBW)
20
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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
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:
3
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:
4
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:
5
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:
6
Risk premia and the variation of stock index
futures
Scott, Louis O.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 215-234
Persistent link: https://www.econbiz.de/10001339376
Saved in:
7
International risk reduction with financial and foreign currency
futures
Hill, Joanne M.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 113-135
Persistent link: https://www.econbiz.de/10001339381
Saved in:
8
Market-determined premia for American currency spot options
Hilliard, Jimmy E.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 227-240
Persistent link: https://www.econbiz.de/10001123286
Saved in:
9
The end-of-month delivery options implicit in the treasury bond
futures
contract
Hegde, Shantaram P.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 157-178
Persistent link: https://www.econbiz.de/10001145846
Saved in:
10
Option exercises : evidence from the Treasury bond
futures
option market
Overdahl, James A.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 217-225
Persistent link: https://www.econbiz.de/10001123287
Saved in:
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