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~isPartOf:"Asia-Pacific financial markets"
~person:"Batten, Jonathan A."
~person:"Kagenishi, Yoshiteru"
~person:"Ma, Jun Mei"
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Black-Scholes model
2
Black-Scholes-Modell
2
Volatility
2
Volatilität
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Credit risk
1
Derivat
1
Derivative
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Eurobond
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Batten, Jonathan A.
Kagenishi, Yoshiteru
Ma, Jun Mei
Takahashi, Akihiko
10
Fujita, Takahiko
4
Fujii, Masaaki
3
Kariya, Takeaki
3
Kim, Yong-jin
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Muroi, Yoshifumi
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Shirakawa, Hiroshi
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Hui, Cho H.
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2
Kwok, Yue-Kuen
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Madan, Dilip B.
2
Miura, Ryozo
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2
Nakajima, Katsushi
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Platen, Eckhard
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Takezawa, Nobuya
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Asia-Pacific financial markets
International review of financial analysis
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ECONIS (ZBW)
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Valuation of portfolio credit derivatives with default intensities using the Vasicek model
Liang, Jin
;
Ma, Jun Mei
;
Wang, Tao
;
Ji, Qin
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10009237750
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2
Forecasting credit spread volatility : evidence from the Japanese Eurobond market
Johnson, Brock N.
;
Batten, Jonathan A.
- In:
Asia-Pacific financial markets
10
(
2003
)
4
,
pp. 335-357
Persistent link: https://www.econbiz.de/10003083939
Saved in:
3
A note on computation of implied volatility
Kagenishi, Yoshiteru
;
Shinohara, Yoshitane
- In:
Asia-Pacific financial markets
8
(
2001
)
4
,
pp. 361-368
Persistent link: https://www.econbiz.de/10001712367
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