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Siegel's paradox and the prici...
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Glasserman, Paul
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Eberhard Karls Universität Tübingen
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International journal of theoretical and applied finance
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373
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261
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254
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NBER working paper series
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Journal of financial economics
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The European journal of finance
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Asia-Pacific financial markets
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Journal of econometrics
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The journal of finance : the journal of the American Finance Association
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Applied financial economics
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International review of financial analysis
61
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Energy economics
60
Economic modelling
59
Review of quantitative finance and accounting
59
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55
The review of financial studies
55
Annals of finance
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ECONIS (ZBW)
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Showing
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1
Currency option pricing with stochastic interst rates and transaction costs : a theoretical model
Tamborski, Mariusz
-
1994
Persistent link: https://www.econbiz.de/10000147944
Saved in:
2
Pricing forward contracts and options on foreign assets : theories and empirical tests
Wei, Jason
-
1992
Persistent link: https://www.econbiz.de/10000910624
Saved in:
3
Realignment risk and currency option pricing in target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000874291
Saved in:
4
Currency option pricing in a family of exchange rate regimes
Ekvall, Niklas
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000879346
Saved in:
5
Realignment risk and currency option pricing in target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000881672
Saved in:
6
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000882093
Saved in:
7
Currency option pricing in credible target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000883767
Saved in:
8
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
9
Jumps and stochastic volatility : exchange rate processes implicit in Deutschemark options
Bates, David S.
-
1994
Persistent link: https://www.econbiz.de/10000941571
Saved in:
10
Devisenoptionen : Bewertung, Preisbildung und Auswirkungen auf die Effizienz des Devisenmarktes
Hiller, Christoph B.
-
1996
Persistent link: https://www.econbiz.de/10000946743
Saved in:
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