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ECONIS (ZBW)
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BASE
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1
Regulatory reforms and price heterogeneity in an OTC derivative market
Miyakawa, Daisuke
;
Oda, Takemasa
;
Sone, Taihei
-
2023
Persistent link: https://www.econbiz.de/10014430501
Saved in:
2
Risk management of time varying floors for dynamic portfolio insurance
Ben-Ameur, Hatem
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
269
(
2018
)
1
,
pp. 363-381
Persistent link: https://www.econbiz.de/10011864356
Saved in:
3
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
4
Implications for
hedging
of the choice of driving process for one-factor Markov-functional models
Kennedy, Joanne E.
;
Pham, Duy
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-51
Persistent link: https://www.econbiz.de/10009783994
Saved in:
5
Modelling the bid and ask prices of illiquid CDSs
Walker, Michael B.
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009672590
Saved in:
6
Oil, foreign exchange swaps and interest rates in the GCC countries
Al-Maskati, Nawaf
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
8
,
pp. 2388-2406
Persistent link: https://www.econbiz.de/10013190369
Saved in:
7
Valuation,
hedging
, and bounds of swaps under multi-factor BNS-type stochastic volatility models
Issaka, Aziz
- In:
Annals of financial economics
15
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012642967
Saved in:
8
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
9
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
10
The anatomy of the euro area interest rate
swap
market
Fontana, Silvia Dalla
;
Holz auf der Heide, Marco
; …
-
2019
-
This version: June 2019
comprehensive analysis of the structure of the euro area interest rate
swap
(IRS) market after the start of the mandatory clearing …
Persistent link: https://www.econbiz.de/10012040065
Saved in:
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