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~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~type_genre:"Working Paper"
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Market value of insurance contracts with profit sharing
Bouwknegt, Pieter
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692626
Saved in:
2
Mathematical foundation of convexity correction
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692631
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3
Libor market models verus swap market models for pricing interest rate derivatives: an empirical analysis
Jong, Frank de
;
Driessen, Joost
;
Pelsser, Antoon André Jean
-
2001
Persistent link: https://www.econbiz.de/10001692635
Saved in:
4
Price limits in futures markets : effects on the price discovery process and volatility
Veld-Merkoulova, Yulia
-
2000
Persistent link: https://www.econbiz.de/10001504937
Saved in:
5
Markov-functional interest rate models
Hunt, Philip A.
;
Kennedy, Joanne
;
Pelsser, Antoon …
-
1998
Persistent link: https://www.econbiz.de/10000988115
Saved in:
6
Analyzing specification errors in models for future risk premia with hedging pressures
Roon, Frans de
;
Nijman, Theodore E.
;
Veld, Chris H.
-
1997
Persistent link: https://www.econbiz.de/10000969027
Saved in:
7
Analysis of the term structure of implied volatilities
Heynen, Ronald C.
;
Kemna, Angelien G.
;
Vorst, Ton
-
1992
Persistent link: https://www.econbiz.de/10000853901
Saved in:
8
Large option trades and the difference between market makers and limit orders as supplier of liquidity
Berkman, Henk
-
1992
Persistent link: https://www.econbiz.de/10000853904
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