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~isPartOf:"Finance research letters"
~person:"Azzone, Michele"
~person:"Cheng, Yingmei"
~person:"Escobar, Marcos"
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Derivat
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Option pricing theory
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Optionspreistheorie
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1
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Börsenkurs
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Azzone, Michele
Cheng, Yingmei
Escobar, Marcos
Dömötör, Barbara
2
Luo, Xingguo
2
Wang, Xingchun
2
Ye, Zinan
2
Akyildirim, Erdinc
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Ang, James S.
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Ap Gwilym, Owain
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Finance research letters
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The journal of computational finance
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International journal of financial markets and derivatives
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
2
Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
3
Single stock futures : listing selection and trading volume
Ang, James S.
;
Cheng, Yingmei
- In:
Finance research letters
2
(
2005
)
1
,
pp. 30-40
Persistent link: https://www.econbiz.de/10002685722
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