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Financial market
142
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142
Theorie
74
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74
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54
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53
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53
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49
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Arouri, Mohamed
6
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4
Yang, Chunpeng
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3
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2
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2
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Economic modelling
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760
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752
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579
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578
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576
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ECONIS (ZBW)
247
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1
Sentiment asset pricing model with consumption
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
30
(
2013
),
pp. 462-467
Persistent link: https://www.econbiz.de/10009708902
Saved in:
2
Investor sentiment, information and asset pricing model
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
35
(
2013
),
pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
Saved in:
3
The conditional equity premium, cross-sectional returns and stochastic volatility
Fung, Ka Wai Terence
;
Lau, Chi Keung
;
Chan, Kwok Ho
- In:
Economic modelling
38
(
2014
),
pp. 316-327
Persistent link: https://www.econbiz.de/10010419068
Saved in:
4
Quantile
hedging
for equity-linked life insurance contracts in a stochastic interest rate economy
Gao, Quansheng
;
He, Ting
;
Zhang, Chi
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 147-156
Persistent link: https://www.econbiz.de/10009270040
Saved in:
5
Operational risk of option
hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
Saved in:
6
An improved framework for approximating option prices with application to option portfolio
hedging
Mozumder, Sharif
;
Dempsey, Michael
;
Kabir, M. Humayun
; …
- In:
Economic modelling
59
(
2016
),
pp. 285-296
Persistent link: https://www.econbiz.de/10011647843
Saved in:
7
Convertible bonds with resettable conversion prices
Qiu, Junfeng
;
Zhang, Yongli
- In:
Economic modelling
31
(
2013
),
pp. 198-205
Persistent link: https://www.econbiz.de/10009729140
Saved in:
8
Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang
;
Zhang, Wei
;
Xu, Hai-chuan
- In:
Economic modelling
39
(
2014
),
pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
Saved in:
9
Financing with equity-for-guarantee swaps and dynamic investment under incomplete markets
Xia, Xin
;
Gan, Liu
- In:
Economic modelling
98
(
2021
),
pp. 349-360
Persistent link: https://www.econbiz.de/10012793994
Saved in:
10
Methods for estimating optimal Dickson and Waters modification dividend barrier
Liu, Zaiming
;
Li, Manman
;
Ameer, Sherbaz
- In:
Economic modelling
26
(
2009
)
5
,
pp. 886-892
Persistent link: https://www.econbiz.de/10003871208
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