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~isPartOf:"Journal of economic dynamics & control"
~subject:"Devisenoption"
~subject:"Exchange rate"
~subject:"Theorie"
~subject:"US dollar"
~subject:"Währungsderivat"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Devisenoption
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Currency option
2
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1
Exotic option
1
Hedging
1
Hermite expansion
1
Nichtparametrisches Verfahren
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Option pricing theory
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Schlögl, Erik
1
Suh, Sangwon
1
Zapatero, Fernando
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Journal of economic dynamics & control
The journal of futures markets
13
Journal of international money and finance
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Review of derivatives research
6
Global finance journal
5
International journal of theoretical and applied finance
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International review of economics & finance : IREF
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The Kyoto economic review
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Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
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2
A class of quadratic options for exchange rate stabilization
Suh, Sangwon
;
Zapatero, Fernando
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3478-3501
Persistent link: https://www.econbiz.de/10003780948
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