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~isPartOf:"International review of economics & finance : IREF"
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International review of economics & finance : IREF
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211
Looking for arbitrage
Flåm, Sjur D.
- In:
International review of economics & finance : IREF
9
(
2000
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001481109
Saved in:
212
Managing banks' duration gaps when interest rates are stochastic and equity has limited liability
Duan, J.
;
Sealey, C. W.
;
Yan, Y.
- In:
International review of economics & finance : IREF
8
(
1999
)
3
,
pp. 253-265
Persistent link: https://www.econbiz.de/10001427865
Saved in:
213
An analysis of dividend enhanced convertible stocks
Chen, Andrew H.
;
Chen, K. C.
;
Howell, Scott
- In:
International review of economics & finance : IREF
8
(
1999
)
3
,
pp. 327-338
Persistent link: https://www.econbiz.de/10001427876
Saved in:
214
Pricing
system and the initial public offerings market : a case of Singapore
Lam, Swee-sum
;
Yap, Winnie
- In:
International review of economics & finance : IREF
7
(
1998
)
3
,
pp. 297-313
Persistent link: https://www.econbiz.de/10001355655
Saved in:
215
A trinominal option
pricing
model dependent on skewness and kurtosis
Tian, Yisong Sam
- In:
International review of economics & finance : IREF
7
(
1998
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10001355657
Saved in:
216
The relative mispricing of the constant variance American put model
Hadjiyannakis, Steve
- In:
International review of economics & finance : IREF
7
(
1998
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001247535
Saved in:
217
Financial markets with asymmetric information : an expository review of seminal models
Ardalan, Kavous
- In:
International review of economics & finance : IREF
7
(
1998
)
1
,
pp. 23-51
Persistent link: https://www.econbiz.de/10001237963
Saved in:
218
Option
pricing
with stochastic valotility following a finite Markov Chain
Guo, Chen
- In:
International review of economics & finance : IREF
7
(
1998
)
4
,
pp. 407-415
Persistent link: https://www.econbiz.de/10001427810
Saved in:
219
Estimation of empirical
pricing
equations for foreign-currency options : econometric models vs. arbitrage-free models
Lieu, Der-ming
- In:
International review of economics & finance : IREF
6
(
1997
)
3
,
pp. 259-286
Persistent link: https://www.econbiz.de/10001230481
Saved in:
220
Dividend predicting using put-call parity
Brooks, Raymond M.
- In:
International review of economics & finance : IREF
3
(
1994
)
4
,
pp. 373-392
Persistent link: https://www.econbiz.de/10001177077
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