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~isPartOf:"Journal of risk"
~isPartOf:"The journal of derivatives : JOD"
~person:"Fabozzi, Frank J."
~person:"Yamada, Yuji"
~source:"econis"
~subject:"ARCH model"
~subject:"Derivat"
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Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
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2
Valuation and hedging of weather derivatives on monthly average temperature
Yamada, Yuji
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10003572544
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