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~person:"Andrés, Javier"
~person:"Bierwag, Gerald O."
~subject:"Currency derivative"
~subject:"Euromarkets"
~subject:"Option pricing theory"
~subject:"United Kingdom"
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Currency derivative
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Option pricing theory
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Andrés, Javier
Bierwag, Gerald O.
Cassola, Nuno
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Discussion paper / Centre for Economic Policy Research
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The journal of futures markets
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ECONIS (ZBW)
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Money and the natural rate of interest : structural estimates for the UK, the US and the Euro area
Andrés, Javier
-
2004
Persistent link: https://www.econbiz.de/10013424396
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2
Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models : an empirical comparison
Mathis, Roswell E.
;
Bierwag, Gerald O.
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10001377950
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