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~isPartOf:"Advances in futures and options research : a research annual"
~person:"Grbac, Zorana"
~person:"Jamshidian, Farshid"
~person:"Rebonato, Riccardo"
~person:"Werner, Thomas"
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Advances in futures and options research : a research annual
The journal of computational finance
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Bundesbank Series 1 Discussion Paper
2
Discussion paper / Deutsche Bundesbank
2
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
2
Annual review of financial economics
1
Applied mathematical finance
1
BIS working papers
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of economic literature
1
Journal of empirical finance
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Market functioning and central bank policy
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics
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Mathematics and financial economics
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Quantitative finance
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Research in finance
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Review of futures markets
1
SpringerBriefs in quantitative finance
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The journal of fixed income
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The journal of futures markets
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Wiley series in financial engineering
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Evaluation of complex sinking-fund options by backward-induction methods
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 83-106
Persistent link: https://www.econbiz.de/10001101741
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2
The preference-free determination of bond and option prices from the spot interest rate
Jamshidian, Farshid
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 51-67
Persistent link: https://www.econbiz.de/10001101743
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