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isPartOf:"Journal of banking & finance"
~isPartOf:"23rd Australasian Finance and Banking Conference 2010 Paper"
~language:"eng"
~person:"Marshall, Ben R."
~person:"Prokopczuk, Marcel"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Marshall, Ben R.
Prokopczuk, Marcel
Back, Janis
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Journal of banking & finance
23rd Australasian Finance and Banking Conference 2010 Paper
Discussion paper / ICMA Centre, Henley Business School, University of Reading
1
International journal of theoretical and applied finance
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Seasonality and the valuation of commodity options
Back, Janis
;
Prokopczuk, Marcel
;
Rudolf, Markus
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 273-290
Persistent link: https://www.econbiz.de/10009705701
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2
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
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