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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Risk management in volatile financial markets
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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1
Revisiting the relationship between spot and
futures
markets : evidence from commodity markets and NARDL framework
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Financial modeling and risk management of energy and …
,
(pp. 171-189)
.
2022
Persistent link: https://www.econbiz.de/10013349936
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2
Die Bedeutung von Derivaten für die Funktionsfähigkeit von Finanzmärkten
Johanning, Lutz
- In:
Derivate und Finanzstabilität : Erfahrungen aus vier …
,
(pp. 59-71)
.
2013
Persistent link: https://www.econbiz.de/10009711667
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3
Derivate und Geldpolitik
Issing, Otmar
- In:
Finanzmärkte, Finanzinnovationen und Geldpolitik : …
,
(pp. 111-137)
.
1996
Persistent link: https://www.econbiz.de/10001317667
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4
Financial globalization, derivatives,
volatility
, and the challenge for the policies of central banks
Goodhart, Charles A. E.
;
Crockett, Andrew
- In:
Monetary policy in an integrated world economy : …
,
(pp. 61-90)
.
1996
Persistent link: https://www.econbiz.de/10001318796
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5
Stochastic
volatility
Ghysels, Eric
-
1996
Persistent link: https://www.econbiz.de/10001320263
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6
Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
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7
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
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8
Microanalytics of price
volatility
in
futures
markets
Malliaris, Anastasios G.
;
Stein, Jerome L.
- In:
Models of futures markets
,
(pp. 117-134)
.
2000
Persistent link: https://www.econbiz.de/10001552914
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9
Les marchés de produits dérivés ont-ils anticipé les turbulences sur les marchés des changes européens?
Girardin, Eric
- In:
Turbulences et spéculations dans l'économie mondiale
,
(pp. 73-82)
.
1996
Persistent link: https://www.econbiz.de/10001294609
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10
An overview of the issues surrounding stock market
volatility
Kalotychou, Elena
;
Staikouras, Sotiris K.
- In:
Stock market volatility
,
(pp. 3-29)
.
2009
Persistent link: https://www.econbiz.de/10003830401
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