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Managing Price Risk in Volatil...
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International journal of theoretical and applied finance
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NBER working paper series
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Applied mathematical finance
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International review of financial analysis
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Economics letters
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International journal of financial engineering
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ECONIS (ZBW)
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RePEc
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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
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:
3
The anatomy of the euro area interest rate
swap
market
Fontana, Silvia Dalla
;
Holz auf der Heide, Marco
; …
-
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/10011975602
Saved in:
4
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:
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
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:
7
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:
8
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:
9
Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum
;
Yameen, Mohammad
- In:
Journal of economic surveys
38
(
2024
)
1
,
pp. 201-231
Persistent link: https://www.econbiz.de/10014474357
Saved in:
10
Managerial tone and investors'
hedging
activities : evidence from credit default swaps
Liang, Peng
;
Hu, Nan
;
Liu, Ling
;
Zhang, Ting
- In:
Accounting and finance
63
(
2023
)
4
,
pp. 3971-3998
Persistent link: https://www.econbiz.de/10014476935
Saved in:
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