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~type_genre:"Aufsatz in Zeitschrift"
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Approximating option prices under large changes of underlying asset prices
Jun, Jae-Yun
;
Rakotondratsimba, Yves
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014305917
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2
Enhancement of the bond duration-convexity approximation
Lajili, Souad
;
Rakotondratsimba, Yves
- In:
International journal of economics and finance
4
(
2012
)
3
,
pp. 115-125
Persistent link: https://www.econbiz.de/10009613382
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3
Generation of scenarios for the interest rates under the arbitrage-free dynamic Nelson-Siegel model
Dang-Nguyen, Stéphane
;
Rakotondratsimba, Yves
- In:
International journal of financial engineering and risk …
2
(
2016
)
3
,
pp. 220-255
Persistent link: https://www.econbiz.de/10011778857
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