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Quantitative analysis in financial markets ; [Vol. 1]
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ECONIS (ZBW)
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Models for estimating the structure of interest rates from observations of yield curves
Kortanek, K. O.
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Medvedev, V. G.
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1999
Persistent link: https://www.econbiz.de/10001491259
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2
E-Arch model for implied volatility term structure of FX options
Zhu, Yingzi
;
Avellaneda, Marco
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1999
Persistent link: https://www.econbiz.de/10001491262
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3
A test of efficiency for the currency option market using stochastic volatility forecasts
Guo, Dajiang
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1999
Persistent link: https://www.econbiz.de/10001491265
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4
Portfolio-based risk pricing : pricing long-term put options with GJR-Garch (1,1)
Esipov, Sergej
;
Guo, Dajiang
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1999
Persistent link: https://www.econbiz.de/10001491270
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5
The existence of equilibrium in a financial market with transaction costs
Jin, Xing
;
Milne, Frank
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1999
Persistent link: https://www.econbiz.de/10001491272
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6
Portfolio generating functions
Fernholz, Robert
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1999
Persistent link: https://www.econbiz.de/10001491273
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