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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 economist
81,930
Wirtschaftswoche : Pflichtblatt der Wertpapierbörse in Frankfurt und Düsseldorf
53,107
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Deutsches Steuerrecht : DStR ; Wochenschrift & umfassende Datenbank für Steuerberater ; Steuerrecht, Wirtschaftsrecht, Betriebswirtschaft, Beruf ; Organ der Bundessteuerberaterkammer
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ECONIS (ZBW)
157
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11
Using stock price as numeraire in option pricing models with nonconstant volatility
Li, Anlong
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 37-49
Persistent link: https://www.econbiz.de/10001226775
Saved in:
12
The valuation of American options with the method of lines
Meyer, Gunter H.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 265-285
Persistent link: https://www.econbiz.de/10001226748
Saved in:
13
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:
14
Valuation of options on several risky assets when there are transactions costs
Boyle, Phelim P.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 111-127
Persistent link: https://www.econbiz.de/10001226768
Saved in:
15
Asian options as linear complementarity problems : analysis and finite-difference solutions
Dewynne, Jeff N.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 145-173
Persistent link: https://www.econbiz.de/10001211297
Saved in:
16
Black-scholes approximation of warrant prices
Bensoussan, Alain
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 1-14
Persistent link: https://www.econbiz.de/10001211324
Saved in:
17
Computing the black-scholes implied volatility : generalization of a simple formula
Bharadia, M. A. J.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 15-29
Persistent link: https://www.econbiz.de/10001211319
Saved in:
18
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:
19
Default premiums and quality spread differentials in a stochastic interest rate economy
Ikeda, Masayuki
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 175-202
Persistent link: https://www.econbiz.de/10001211288
Saved in:
20
An LP approach to option portfolio selection
Rendleman, Richard J.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 31-52
Persistent link: https://www.econbiz.de/10001211318
Saved in:
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