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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Navas, Javier F."
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
~subject:"Option pricing theory"
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Navas, Javier F.
Chen, Son-nan
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Journal of econometrics
The journal of derivatives : the official publication of the International Association of Financial Engineers
New methods in fixed income modeling : fixed income modeling
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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Review of derivatives research
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The journal of fixed income
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Calculation of volatility in a jump-diffusion model
Navas, Javier F.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 66-72
Persistent link: https://www.econbiz.de/10001861586
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