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~isPartOf:"Operations research letters"
~person:"Platen, Eckhard"
~person:"Van Wincoop, Eric"
~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Volatility"
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Asymmetrische Information
Portfolio selection
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Platen, Eckhard
Van Wincoop, Eric
Lim, Andrew E. B.
3
Chiu, Mei Choi
2
Li, Xun
2
Shen, Yang
2
Wong, Hoi Ying
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A, Chunxiang
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Operations research letters
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Journal of international economics
5
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
Discussion paper / Centre for Economic Policy Research
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Asia-Pacific financial markets
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Cahiers de recherches économiques
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HKIMR working paper
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Journal of international money and finance
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Swiss Finance Institute Research Paper
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The American economic review
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Working paper / Graduate Institute of International and Development Studies
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18th International Seminar on Macroeconomics
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ASTIN bulletin : the journal of the International Actuarial Association
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Australian economic papers
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Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
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Discussion papers of interdisciplinary research project 373
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European economic review : EER
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Finance and stochastics
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Journal of banking & finance
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Journal of economic dynamics & control
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Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
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Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
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Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
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Springer finance
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Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
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