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Hautsch, Nikolaus
423
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79
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50
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39
Malec, Peter
37
Gerhard, Frank
24
Porter, Mason A.
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Huang, Ruihong
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Kyj, Lada M.
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Ou, Yangguoyi
19
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Müller, Christoph
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Veredas, David
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Bibinger, Markus
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Härdle, Wolfgang
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12
Podolskij, Mark
12
Williams, Stacy
12
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11
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11
Okhrin, Ostap
11
Ristig, Alexander
11
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10
Fenn, Daniel J.
9
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9
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Center for Financial Studies
22
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15
arXiv.org
14
Økonomisk Institut, Københavns Universitet
9
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7
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CFS Working Paper Series
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SFB 649 Discussion Paper
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27
CFS Working Paper
21
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15
CoFE Discussion Paper
14
Mathematical finance
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14
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10
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7
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7
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7
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7
FRU Working Papers
7
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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Journal of empirical finance
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Physica A: Statistical Mechanics and its Applications
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EconStor
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1
Counterparty credit limits : the impact of a risk-mitigation measure on everyday trading
Gould, Martin
;
Hautsch, Nikolaus
;
Howison, Sam
;
Porter, …
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 520-548
Persistent link: https://www.econbiz.de/10012516170
Saved in:
2
The long memory of order flow in the foreign exchange spot market
Gould, Martin
;
Porter, Mason A.
;
Howison, Sam
- In:
Market microstructure and liquidity
2
(
2016
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011588230
Saved in:
3
Multi-level order-flow imbalance in a limit order book
Xu, Ke
;
Gould, Martin
;
Howison, Sam
- In:
Market microstructure and liquidity
4
(
2018
)
3/4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012227906
Saved in:
4
Mathematical models in finance
Howison, Sam
(
contributor
);
Howison, Sam
(
ed.
); …
-
1995
-
1. ed.
Persistent link: https://www.econbiz.de/10013487871
Saved in:
5
A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 2: Bermudan options
Howison, Sam
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 91-104
Persistent link: https://www.econbiz.de/10003542976
Saved in:
6
Matched asymptotic expansions in financial engineering
Howison, Sam
-
2005
Persistent link: https://www.econbiz.de/10009581648
Saved in:
7
A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 1: barrier options
Howison, Sam
;
Steinberg, Mario
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 63-89
Persistent link: https://www.econbiz.de/10003542939
Saved in:
8
The mirage of triangular arbitrage in the spot foreign exchange market
Fenn, Daniel J.
;
Howison, Sam
;
McDonald, Mark
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10003946577
Saved in:
9
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
-
2003
Persistent link: https://www.econbiz.de/10009581653
Saved in:
10
Using options on Greeks as liquidity protection
Bakstein, David
;
Howison, Sam
-
2003
Persistent link: https://www.econbiz.de/10009581656
Saved in:
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