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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Hilliard, Jimmy E."
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Journal of financial and quantitative analysis : JFQA
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Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
3
,
pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
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2
Hedging interest rate risk with futures portfolios under full-rank assumptions
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10001067211
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