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A multi-factor Markovian HJM m...
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Option pricing theory
12
Optionspreistheorie
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Nandi, Saikat
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Kramin, Marat V.
8
Jabbour, George M.
6
Kramin, Timur V.
6
Young, Stephen D.
6
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Alm, James
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ECONIS (ZBW)
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1
Pricing and hedging index options under stochastic volatility : an empirical examiniation
Nandi, Saikat
-
1996
Persistent link: https://www.econbiz.de/10000958009
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2
Valuation models for default-risky securities : an overview
Nandi, Saikat
- In:
Economic review
83
(
1998
)
4
,
pp. 22-35
Persistent link: https://www.econbiz.de/10001352539
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3
Asymmetric information about volatility : how does it affect implied volatility, option prices and market liquidity?
Nandi, Saikat
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 215-236
Persistent link: https://www.econbiz.de/10001493258
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4
Treasury auctions : what do the recent models and results tell us?
Nandi, Saikat
- In:
Economic review
82
(
1997
)
4
,
pp. 4-15
Persistent link: https://www.econbiz.de/10001234406
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5
How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat
- In:
Journal of banking & finance
22
(
1998
)
5
,
pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
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6
Structural default modeling : a lattice-based approach
Jabbour, George M.
;
Kramin, Marat V.
;
Young, Stephen D.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 44-53
Persistent link: https://www.econbiz.de/10003985509
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7
A simple induction approach and an efficient trinomial lattice for multi-state variable interest rate derivatives models
Kramin, Marat V.
;
Kramin, Timur V.
;
Younger, Stephen D.
; …
- In:
Review of quantitative finance and accounting
24
(
2005
)
2
,
pp. 199-226
Persistent link: https://www.econbiz.de/10002851875
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8
Multinominal lattices and derivatives pricing
Jabbour, George M.
;
Kramin, Marat V.
;
Kramin, Timur V.
; …
- In:
Advances in quantitative analysis of finance and …
2
(
2005
),
pp. 1-15
Persistent link: https://www.econbiz.de/10003103130
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9
Option pricing and higher order moments
Young, Stephen D.
;
Jabbour, George M.
;
Kramin, Marat V.
; …
- In:
Advances in quantitative analysis of finance and …
10
(
2002
),
pp. 23-39
Persistent link: https://www.econbiz.de/10001753316
Saved in:
10
Testing Kuznets' hypothesis for Russian regions : trends and interpretations
Alm, James
;
Grigoriev, Ruslan A.
;
Kramin, Marat V.
; …
-
2016
Persistent link: https://www.econbiz.de/10011716760
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