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Stochastischer Prozess
futures options
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International Journal of Financial Markets and Derivatives : IJFMD
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ECONIS (ZBW)
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The valuation of options on index futures with stochastic dividend yields
Zambrano, Enrique A.
;
Sequera, Rednaxela
- In:
International Journal of Financial Markets and …
7
(
2020
)
4
,
pp. 375-396
Persistent link: https://www.econbiz.de/10012510322
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2
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
3
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
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