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~isPartOf:"Advances in futures and options research : a research annual"
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Advances in futures and options research : a research annual
The journal of futures markets
308
Journal of international money and finance
103
Working paper / National Bureau of Economic Research, Inc.
100
NBER working paper series
99
MPRA Paper
83
NBER Working Paper
77
IMF Working Papers
70
International journal of theoretical and applied finance
68
Journal of banking & finance
67
Journal of international financial markets, institutions & money
58
Economics letters
54
CEPR Discussion Papers
47
Discussion paper / Centre for Economic Policy Research
47
Applied financial economics
45
International review of economics & finance : IREF
45
Energy economics
41
Finance research letters
40
Journal of financial economics
40
Foresight
39
The journal of derivatives : the official publication of the International Association of Financial Engineers
38
Working paper
38
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37
The journal of finance : the journal of the American Finance Association
36
Working Paper
36
Applied economics
35
Discussion paper
35
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35
International review of financial analysis
35
Journal of economic dynamics & control
34
IMF Staff Country Reports
33
The review of financial studies
33
Journal of monetary economics
32
International Journal of Theoretical and Applied Finance (IJTAF)
31
Journal of empirical finance
31
The journal of computational finance
31
The journal of fixed income
31
Finance and stochastics
29
Global finance journal
29
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41
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1
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:
2
The valuation of default risk in corporate bonds and interest rate swaps
Nielsen, Soren S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 175-196
Persistent link: https://www.econbiz.de/10001226756
Saved in:
3
Negative option values implicit in extendable Canadian treasury bonds
Athanassakos, George
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 83-110
Persistent link: https://www.econbiz.de/10001226770
Saved in:
4
Valuation of two-factor term structure models
Goldman, D.
;
Heath, D.
;
Kentwell, Glenn
;
Platen, Eckhard
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 263-291
Persistent link: https://www.econbiz.de/10001211280
Saved in:
5
A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 229-239
Persistent link: https://www.econbiz.de/10001211283
Saved in:
6
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
Saved in:
7
Trading frequency and implied transaction costs of foreign exchange options
Hauser, Shmuel
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 37-45
Persistent link: https://www.econbiz.de/10001193406
Saved in:
8
Valuing takeover-contingent foreign exchange call options
Schnabel, Jacques A.
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 223-236
Persistent link: https://www.econbiz.de/10001196345
Saved in:
9
The construction of a path-independent interest rate tree : the model of Heath, Jarrow and Morton
Munnik, Jeroen F. de
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 135-145
Persistent link: https://www.econbiz.de/10001196349
Saved in:
10
A reexamination of lattice procedures for interest rate-contingent claims
Tian, Yisong Sam
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 87-111
Persistent link: https://www.econbiz.de/10001196351
Saved in:
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