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The review of financial studies
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81
Analysis and valuation of exotic and real options : a survey of important results
Bellalah, Mondher
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 17-48
Persistent link: https://www.econbiz.de/10001544312
Saved in:
82
Options exotiques
El Karoui, Nicole
;
Jeanblanc, Monique
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 49-67
Persistent link: https://www.econbiz.de/10001544315
Saved in:
83
Lookback and barrier options : a comparison between black-scholes and ABC pricing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 143-152
Persistent link: https://www.econbiz.de/10001544338
Saved in:
84
A new approach to check the free boundary of single factor interest rate put option
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Dinenis, Elias
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 153-168
Persistent link: https://www.econbiz.de/10001544341
Saved in:
85
Lessons in structuring derivates exchanges
Tsetsekos, George P.
;
Varangis, Panayotis N.
- In:
The World Bank research observer
15
(
2000
)
1
,
pp. 85-98
Persistent link: https://www.econbiz.de/10001484475
Saved in:
86
A unifying microstructure framework for modeling intraday and interday asset pricing dynamics : the case of exchange rates
Chauveau, Thierry
;
Topol, Richard
- In:
European financial management : the journal of the …
5
(
1999
)
3
,
pp. 341-367
Persistent link: https://www.econbiz.de/10001446776
Saved in:
87
When it's not the only game in town : the effect of bilateral search on the quality of a dealer market
Lamoureux, Christopher G.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 683-712
Persistent link: https://www.econbiz.de/10001222437
Saved in:
88
Die Rolle von OTC-Optionsmärkten bei dynamischen Hedgingstrategien
Kraus, Thomas
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
4
,
pp. 460-469
Persistent link: https://www.econbiz.de/10001456608
Saved in:
89
The valuation and behavior of black-scholes options subject to intertemporal default risk
Rich, Don R.
- In:
Review of derivatives research
1
(
1996
)
1
,
pp. 25-59
Persistent link: https://www.econbiz.de/10001205608
Saved in:
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