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~isPartOf:"International journal of financial markets and derivatives"
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International journal of financial markets and derivatives
International Journal of Financial Markets and Derivatives
69
International Journal of Financial Markets and Derivatives : IJFMD
43
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21
Option pricing in stochastic volatility models driven by fractional Lévy processes
Tong, Zhigang
- In:
International journal of financial markets and derivatives
5
(
2016
)
1
,
pp. 56-75
Persistent link: https://www.econbiz.de/10011589165
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22
Stock market capitalisation and economic growth : empirical evidence from Africa
Jalloh, Mohamed
- In:
International journal of financial markets and derivatives
5
(
2016
)
1
,
pp. 76-95
Persistent link: https://www.econbiz.de/10011589170
Saved in:
23
Compound option pricing under stochastic volatility
Leccadito, Arturo
;
Russo, Emilio
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011742310
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24
Hedging derivative securities with volatility futures
Yap, Nelson
;
Lim, Kian-Guan
;
Zhao, Yibao
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 111-127
Persistent link: https://www.econbiz.de/10011742311
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25
Tax motivated derivative structures with "sweet spot" payoffs
Mann, Steven C.
;
Rodriguez, Mauricio
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 128-139
Persistent link: https://www.econbiz.de/10011742312
Saved in:
26
Catching the elusive herder : a second look at herding in heterogeneous samples
Munson, Alexander
;
Yan, Han
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 140-153
Persistent link: https://www.econbiz.de/10011742313
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27
On the relative performance of consumption models in foreign and domestic markets
Matos, Paulo
;
Costa, Carlor E. da
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 154-188
Persistent link: https://www.econbiz.de/10011742314
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28
Discrete-time stochastic volatility process in option pricing : a generalisation of the Amin-Ng and the Black-Scholes models
Pajor, Anna
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 189-211
Persistent link: https://www.econbiz.de/10011742315
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29
A robust method to retrieve option implied risk neutral densities for defaultable assets
Leduc, Guillaume
;
Orosi, Greg
- In:
International journal of financial markets and derivatives
5
(
2016
)
2/4
,
pp. 212-224
Persistent link: https://www.econbiz.de/10011742316
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30
Financial market contagion during the global financial crisis : evidence from the Moroccan stock market
El Ghini, Ahmed
;
Saidi, Youssef
- In:
International journal of financial markets and derivatives
4
(
2015
)
1
,
pp. 78-95
Persistent link: https://www.econbiz.de/10011316650
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