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~isPartOf:"Applied financial economics"
~subject:"Incomplete market"
~subject:"Interest rate"
~subject:"Japan"
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Search: subject:"Optionspreistheorie"
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Option pricing theory
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Optionspreistheorie
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3
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Applied financial economics
International journal of theoretical and applied finance
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Insurance / Mathematics & economics
17
Quantitative finance
14
Applied mathematical finance
13
Asia-Pacific financial markets
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10
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Review of derivatives research
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European journal of operational research : EJOR
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Finance and stochastics
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Finance research letters
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The journal of real estate finance and economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Swiss Finance Institute Research Paper
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Risks : open access journal
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IMES discussion paper series / Englische Ausgabe
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Journal of risk and financial management : JRFM
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Mathematical methods of operations research
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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ASTIN bulletin : the journal of the International Actuarial Association
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Advances in Pacific Basin financial markets
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Annals of finance
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1
Implied volatility smiles in the Nikkei 225 options
Fukuta, Yuichi
;
Wenjie Ma
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 789-804
Persistent link: https://www.econbiz.de/10009750979
Saved in:
2
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
3
Degree of market imperfections : evidence from four Asian index futures markets
Wang, Janchung
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1233-1246
Persistent link: https://www.econbiz.de/10003760260
Saved in:
4
Simulating convertible bond arbitrage portfolios
Hutchinson, Mark C.
;
Gallagher, Liam
- In:
Applied financial economics
18
(
2008
)
13/15
,
pp. 1247-1262
Persistent link: https://www.econbiz.de/10003760264
Saved in:
5
Degree of market imperfection and the pricing of stock index futures
Wang, Janchung
;
Hsu, Hsinan
- In:
Applied financial economics
16
(
2006
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10003291890
Saved in:
6
Implied derivative security prices based two-factor interest model : a UK application
Sorwar, Ghulam
- In:
Applied financial economics
15
(
2005
)
10
,
pp. 739-744
Persistent link: https://www.econbiz.de/10002955246
Saved in:
7
Implied option prices from the continuous time CKLS interest rate model : an application to the UK
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
Applied financial economics
13
(
2003
)
3
,
pp. 191-198
Persistent link: https://www.econbiz.de/10001742866
Saved in:
8
Option pricing under stochastic volatility and stochastic interest rate in the Spanish case
Sáez, Marc
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 379-394
Persistent link: https://www.econbiz.de/10001226979
Saved in:
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