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Search: "The journal of derivatives : the official publication of the International Association of Financial Engineers."
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The journal of derivatives : the official publication of the International Association of Financial Engineers
982
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ECONIS (ZBW)
504
OLC EcoSci
478
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21
Options and the gamma knife
Martin, Ian
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 71-79
Persistent link: https://www.econbiz.de/10011968668
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22
Sharp analytical lower bounds for the price of a convertible bond
Hüttner, Amelie
;
Mai, Jan-Frederik
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 7-18
Persistent link: https://www.econbiz.de/10011968683
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23
Pricing the deflation protection option in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
24
Computing risk measures of life insurance policies through the Cox-Ross-Rubinstein model
Costabile, Massimo
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 86-94
Persistent link: https://www.econbiz.de/10011968701
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25
Implied volatility across geographical markets and asset classes
Velev, Julian P.
;
Payne, Brian C.
;
Trešl, Jiří
; …
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 7-23
Persistent link: https://www.econbiz.de/10011965366
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26
New approach to estimating VIX truncation errors using corridor variance swaps
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10011968667
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27
A flexible lattice model for pricing contingent claims under multiple risk factors
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10011968670
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28
Implied volatility estimation via l1 trend filtering
Crespo, Pablo
;
Huang, Ta-Cheng
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011968672
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29
Forgive, or award your debtor? : a barrier option approach
Sun, David
;
Chen, Chun-Da
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 67-95
Persistent link: https://www.econbiz.de/10011968674
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30
No economic catastrophe bonds
Blöchlinger, Andreas
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 97-108
Persistent link: https://www.econbiz.de/10011968675
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