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~isPartOf:"Lecture notes in mathematics : a collection of informal reports and seminars"
~isPartOf:"Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business"
~person:"Benth, Fred Espen"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Option Prices with Stochastic...
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Option pricing theory
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1990-1996
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Benth, Fred Espen
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Lecture notes in mathematics : a collection of informal reports and seminars
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
International journal of theoretical and applied finance
7
Journal of banking & finance
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5
Finance and stochastics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Geneva papers on risk and insurance theory
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The review of financial studies
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Working paper series in economics
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions -Derivatives
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Australian journal of management
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When are options overpriced? : The Black-Scholes model and alternative characteristics of the pricing kernel
Franke, Günter
;
Stapleton, Richard C.
;
Subrahmanyam, …
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1999
Persistent link: https://www.econbiz.de/10001378810
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2
Credit risk and the pricing of Japanese yen interest rate swaps
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
-
1997
Persistent link: https://www.econbiz.de/10000992592
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3
Paris-Princeton lectures on mathematical finance ; 5.2013
Benth, Fred Espen
(
contributor
); …
-
2013
Persistent link: https://www.econbiz.de/10009792723
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4
The valuation of American-style swaptions in a two-factor spot-futures model
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, …
-
1999
Persistent link: https://www.econbiz.de/10001463939
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