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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Review of derivatives research"
~person:"Boyle, Phelim P."
~person:"Korn, Olaf"
~subject:"Germany"
~subject:"OTC market"
~subject:"Rohstoffderivat"
~subject:"Theory"
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Boyle, Phelim P.
Korn, Olaf
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Journal of financial and quantitative analysis : JFQA
Review of derivatives research
Working paper / Centre for Financial Research
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
The journal of futures markets
2
The review of financial studies
2
Advances in futures and options research : a research annual
1
Discussion paper
1
Journal of business economics : JBE
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Schmalenbach business review : sbr
1
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Tübinger Diskussionsbeiträge
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Hedging long-term forwards with short-term futures : a two-regime approach
Bühler, Wolfgang
;
Korn, Olaf
;
Schöbel, Rainer
- In:
Review of derivatives research
7
(
2004
)
3
,
pp. 185-212
Persistent link: https://www.econbiz.de/10002566667
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2
An algorithm for computing values of options on the maximum or minimum of several assets
Boyle, Phelim P.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
2
,
pp. 215-227
Persistent link: https://www.econbiz.de/10001089783
Saved in:
3
A lattice framework for option pricing with two state variables
Boyle, Phelim P.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001047159
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