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A shortcut to Itô's lemma for financial applications : the case of hedging with interest rate futures
Pieptea, Daniel R.
- In:
Finance : revue de l'Association Française de Finance
10
(
1989
)
2
,
pp. 51-58
Persistent link: https://www.econbiz.de/10001079129
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2
Leveraged bond portfolio optimization under uncertainty
Pieptea, Daniel R.
- In:
The financial review : the official publication of the …
22
(
1987
)
1
,
pp. 87-109
Persistent link: https://www.econbiz.de/10001028868
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3
Hedging versus speculating with interest rates futures
Briys, Eric
;
Crouhy, Michel
;
Pieptea, Daniel R.
-
1989
Persistent link: https://www.econbiz.de/10000766783
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4
On the stochastic nature of the stock price variance rate and strike price bias in option pricing
Merville, Larry J.
- In:
Advances in quantitative analysis of finance and …
1
(
1991
),
pp. 1-24
Persistent link: https://www.econbiz.de/10001112447
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5
Hedging versus speculating with interest rate futures
Briys, Eric
Persistent link: https://www.econbiz.de/10001273584
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6
The Monday effect and speculative opportunities in the stock-index futures market
Pieptea, Daniel R.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 319-328
Persistent link: https://www.econbiz.de/10001081716
Saved in:
7
A shortcut to Itô's lemma for financial applications : the case of hedging with interest rate futures
Pieptea, Daniel R.
- In:
Finance : revue de l'Association Française de Finance
10
(
1989
)
2
,
pp. 51-58
Persistent link: https://www.econbiz.de/10009918738
Saved in:
8
Stock-price volatility, mean-reverting diffusion, and noise
Merville, Larry J.
;
Pieptea, Dan R.
- In:
Journal of Financial Economics
24
(
1989
)
1
,
pp. 193-214
Persistent link: https://www.econbiz.de/10005376630
Saved in:
9
On the stochastic nature of the stock price variance rate and strike price bias in option pricing
Merville, Larry J.
;
Pieptea, Daniel R.
- In:
Advances in quantitative analysis of finance and …
1
(
1991
),
pp. 1-24
Persistent link: https://www.econbiz.de/10009924629
Saved in:
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