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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
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contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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2
Robust one period option modelling
Lutgens, Frank Johannes Willem
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contributor
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-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733026
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Volatility
spillover effects in European equity markets
Baele, Lieven
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contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001870724
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The economic value of predicting stock index returns and
volatility
Marquering, Wessel A.
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contributor
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2000
Persistent link: https://www.econbiz.de/10001528578
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5
Garch and irregularly spaced data
Meddahi, Nour
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Renault, Eric
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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Existence of equilibrium and price adjustments in a finance economy with incomplete markets
Talman, Dolf
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001796119
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Borrower poaching and information display in credit market
Bouckaert, Jan
(
contributor
);
Degryse, Hans
(
contributor
)
-
2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001586628
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8
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
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9
Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
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10
Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J.
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contributor
); …
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047
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