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Pricing derivatives on foreign...
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Volatility
160
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160
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109
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81
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Dunis, Christian
11
Ap Gwilym, Owain
6
Coakley, Jerry
4
Gupta, Rangan
4
Laws, Jason
4
McMillan, David G.
4
Paxson, Dean A.
4
Pierdzioch, Christian
4
Satchell, Stephen
4
Chen, Son-nan
3
Chiarella, Carl
3
Copeland, Laurence S.
3
Koutmos, Gregory
3
Speight, Alan E. H.
3
Wang, Xingchun
3
Wohar, Mark E.
3
Anderluh, J. H. M.
2
Areal, Nelson
2
Balaban, Ercan
2
Ballotta, Laura
2
Bhar, Ramaprasad
2
Brandão, Luiz Eduardo Teixeira
2
Caporin, Massimiliano
2
Catania, Leopoldo
2
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Choudhry, Taufiq
2
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Daníelsson, Jón
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2
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2
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2
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2
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2
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The European journal of finance
NBER working paper series
1,087
Working paper / National Bureau of Economic Research, Inc.
1,004
The journal of futures markets
971
NBER Working Paper
923
Energy economics
763
Finance research letters
746
Journal of banking & finance
699
Journal of international money and finance
672
International journal of theoretical and applied finance
630
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625
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546
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441
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427
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414
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376
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369
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321
Mathematical finance : an international journal of mathematics, statistics and financial theory
321
Research in international business and finance
318
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308
Applied mathematical finance
298
The journal of derivatives : the official publication of the International Association of Financial Engineers
295
Journal of economic dynamics & control
294
CESifo working papers
292
Discussion paper / Tinbergen Institute
279
The journal of computational finance
279
Finance and stochastics
276
Journal of risk and financial management : JRFM
273
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268
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ECONIS (ZBW)
292
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1
Predictability in implied
volatility
surfaces : evidence from the euro OTC FX market
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 33-58
Persistent link: https://www.econbiz.de/10010462211
Saved in:
2
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
Saved in:
3
Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek
;
Brooks, Robert
;
Malhotra, Davinder Kumar
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
Saved in:
4
Pricing of foreign exchange options under the MPT stochastic
volatility
model and the CIR interest rates
Ahlip, Rehez
;
Rutkowski, Marek
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 551-571
Persistent link: https://www.econbiz.de/10011619055
Saved in:
5
A pricing kernel approach to valuing options on interest rate futures
Liu, Xiaoquan
;
Kuo, Jing-Ming
;
Coakley, Jerry
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 93-110
Persistent link: https://www.econbiz.de/10010519972
Saved in:
6
Special issue on 2010 and 2011 forecasting financial markets conference
Dunis, Christian
(
contributor
)
-
2015
Persistent link: https://www.econbiz.de/10010528214
Saved in:
7
Multivariate asset models using Lévy processes and applications
Ballotta, Laura
;
Bonfiglioli, Efrem
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1320-1350
Persistent link: https://www.econbiz.de/10011715430
Saved in:
8
Special issue: 2007 and 2008 forecasting financial markets conference
Dunis, Christian
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008698602
Saved in:
9
How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.
;
Rybczyński, Jarosław
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 153-169
Persistent link: https://www.econbiz.de/10011736237
Saved in:
10
The long memory of the forward premium during the 1920s’ float : evidence from the European foreign exchange market
Choudhry, Taufiq
- In:
The European journal of finance
19
(
2013
)
9/10
,
pp. 964-977
Persistent link: https://www.econbiz.de/10010245643
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