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~isPartOf:"Discussion paper / ICMA Centre, Henley Business School, University of Reading"
~source:"econis"
~subject:"ARCH model"
~subject:"Derivat"
~type:"book"
~type_genre:"Hochschulschrift"
~type_genre:"Non-commercial literature"
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ARCH model
Derivat
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Option pricing theory
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Optionspreistheorie
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ARCH-Modell
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Crack spread
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Freight transport
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GARCH
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Großbritannien
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Minimum-variance hedge
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average price Asian options
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Prokopczuk, Marcel
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
Working paper
14
Discussion paper / Tinbergen Institute
9
Working paper / Centre for Financial Research
6
Discussion paper
5
Econometric Institute research papers
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Europäische Hochschulschriften / 5
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Reihe: Finanzierung, Kapitalmarkt und Banken
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The (de)merits of minimum-variance hedging : application to the crack spread
Alexander, Carol
;
Prokopczuk, Marcel
;
Sumawong, Anannit
-
2012
Persistent link: https://www.econbiz.de/10009520538
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Pricing and hedging in the freight futures market
Prokopczuk, Marcel
-
2010
Persistent link: https://www.econbiz.de/10009375870
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