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~isPartOf:"Finance research letters"
~isPartOf:"Financial markets and instruments"
~isPartOf:"Journal of financial engineering"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Broll, Udo"
~person:"Hayre, Lakhbir S."
~person:"Hayre, Lakhbir"
~person:"Jarrow, Robert A."
~person:"Lee, Hangsuck"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Kreditsicherung"
~subject:"Kreditwürdigkeit"
~subject:"Optionspreistheorie"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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CAPM
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9
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Broll, Udo
Hayre, Lakhbir S.
Hayre, Lakhbir
Jarrow, Robert A.
Lee, Hangsuck
Fabozzi, Frank J.
21
Cantor, Richard
11
Goodman, Laurie Sharon
8
Wang, Xingchun
7
Zaremba, Adam
6
Das, Sanjiv R.
5
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3
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Chen, Jun-Home
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Dynkin, Lev
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3
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Finance research letters
Financial markets and instruments
Journal of financial engineering
The journal of fixed income
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Review of derivatives research
7
The North American journal of economics and finance : a journal of financial economics studies
6
Annual review of financial economics
5
Mathematics and financial economics
5
Finance and stochastics
3
International journal of theoretical and applied finance
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Journal of banking & finance
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The journal of finance : the journal of the American Finance Association
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The journal of futures markets
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The quarterly journal of finance
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3
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2
Economics and business review
2
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Financial engineering
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Journal of econometrics
2
Journal of risk management in financial institutions
2
Portuguese economic journal
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Schmalenbach business review : sbr
2
The financial review : the official publication of the Eastern Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Advances in futures and options research : a research annual
1
Contemporary economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
1
European finance review : the official journal of the European Finance Association
1
Finnish economic papers
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Dezember 1993
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics : journal of civil economy
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Journal of economic surveys
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Journal of empirical finance
1
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ECONIS (ZBW)
18
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1
Pricing first-touch digitals with a multi-step double boundary and American barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445122
Saved in:
2
The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck
;
Ko, Bangwon
;
Lee, Minha
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
Saved in:
3
Pricing multi-step double barrier options by the efficient non-crossing probability
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
;
Lee, Minha
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472740
Saved in:
4
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
Saved in:
5
Multi-step double barrier options
Lee, Hangsuck
;
Jeong, Himchan
;
Lee, Minha
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013457467
Saved in:
6
The economic default time and the arcsine law
Guo, Xin
;
Jarrow, Robert A.
;
Larrard, Adrien de
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010508010
Saved in:
7
Discrete versus continuous time models : local martingales and singular processes in asset pricing theory
Jarrow, Robert A.
;
Protter, Philip
- In:
Finance research letters
9
(
2012
)
2
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009615902
Saved in:
8
Evaluation of mortgage credit risk
Hayre, Lakhbir
;
Chiluveru, Sudhir
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 43-54
Persistent link: https://www.econbiz.de/10009670760
Saved in:
9
Modeling prepayments and defaults for UK nonconforming RMBS
Kamra, Abhinav
;
Hayre, Lakhbir
;
Chiluveru, Sudhir
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10009670737
Saved in:
10
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
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