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~person:"Bali, Turan G."
~person:"Nikkinen, Jussi"
~subject:"Devisenoption"
~subject:"Exchange rate"
~subject:"US dollar"
~type_genre:"Aufsatz in Zeitschrift"
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Devisenoption
Exchange rate
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4
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3
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2
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2
Option pricing theory
2
Optionspreistheorie
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Bali, Turan G.
Nikkinen, Jussi
Hoque, Ariful
7
Chalamandaris, Georgios
5
Kit, Pong Wong
5
Tsekrekos, Andrianos E.
5
Lien, Da-hsiang Donald
4
Takahashi, Akihiko
4
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3
Kanas, Angelos
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Lin, Shih-kuei
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Sarwar, Ghulam
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3
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3
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3
Wu, Liuren
3
Bakshi, Gurdip S.
2
Bhat, Aparna
2
Brenner, Menachem
2
Campa, José Manuel
2
Chan, Felix
2
Chang, P. H. Kevin
2
Chesney, Marc
2
Clark, Ephraim
2
Guo, Dajiang
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Hui, Cho H.
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Judge, Amrit
2
Karagozoglu, Ahmet K.
2
Kuo, I.-doun
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Le, Thi
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Li, Hongyi
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Lim, Guay C.
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Malz, Allan Martin
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Manzur, Meher
2
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2
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International journal of finance & economics : IJFE
1
Journal of economics & business
1
The journal of fixed income
1
The journal of futures markets
1
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ECONIS (ZBW)
4
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1
Cross-dynamics of exchange rate expectations : a wavelet analysis
Nikkinen, Jussi
;
Pynnönen, Seppo
;
Ranta, Mikko
; …
- In:
International journal of finance & economics : IJFE
16
(
2011
)
3
,
pp. 205-217
Persistent link: https://www.econbiz.de/10009408606
Saved in:
2
Cross-dynamics of volatility term structures implied by foreign exchange options
Krylova, Elizaveta
;
Nikkinen, Jussi
;
Vähämaa, Sami
- In:
Journal of economics & business
61
(
2009
)
5
,
pp. 355-375
Persistent link: https://www.econbiz.de/10003882032
Saved in:
3
Pricing eurodollar futures options using the BDT term structure model : the effect of yield curve smoothing
Bali, Turan G.
;
Karagozoglu, Ahmet K.
- In:
The journal of futures markets
20
(
2000
)
3
,
pp. 293-306
Persistent link: https://www.econbiz.de/10001485244
Saved in:
4
Implementation of the BDT model with different volatility estimators : applications to Eurodollar futures options
Bali, Turan G.
;
Karagozoglu, Ahmet K.
- In:
The journal of fixed income
8
(
1999
)
4
,
pp. 24-34
Persistent link: https://www.econbiz.de/10001432399
Saved in:
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