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~isPartOf:"Applied mathematical finance"
~subject:"Devisenmarkt"
~subject:"Option pricing theory"
~subject:"Rohstoffderivat"
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Devisenmarkt
Option pricing theory
Rohstoffderivat
Currency derivative
4
Währungsderivat
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Optionspreistheorie
3
Volatility
3
Volatilität
3
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Devisenoption
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Eurodollar futures
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Applied mathematical finance
Journal of international money and finance
20
The journal of futures markets
16
Wiley trading series
12
NBER working paper series
11
Journal of international financial markets, institutions & money
10
Journal of banking & finance
9
NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
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Finance research letters
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Wiley trading
8
Global finance journal
6
International review of economics & finance : IREF
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Wiley finance series
6
EUI working paper / ECO
5
European economic review : EER
5
International journal of theoretical and applied finance
5
The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Applied economics
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Discussion paper
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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International journal of economics and finance
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International review of financial analysis
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Research paper / Ekonomiska Forskningsinstitutet vid Handelshögskolan i Stockholm
4
Research paper / Federal Reserve Bank of New York
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Working paper
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Advances in futures and options research : a research annual
3
Applied economics letters
3
Applied financial economics
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Economics letters
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International journal of financial research
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Journal of financial economics
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Journal of international economics
3
Journal of mathematical finance
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Les cahiers de recherche / HEC Paris
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Review of derivatives research
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The journal of finance : the journal of the American Finance Association
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Wiley Trading Ser
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Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
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2
Semi-analytical pricing of currency options in the Heston/CIR jump-diffusion hybrid model
Ahlip, Rehez
;
Rutkowski, Marek
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010505183
Saved in:
3
Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
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