Works matching IS 10741240 AND DT 2015 AND VI 23 AND IP 2
Results: 7
Stochastic Alpha-Beta-Rho Hedging for Foreign Exchange Options: Is It Worth the Effort?
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- Journal of Derivatives, 2015, v. 23, n. 2, p. 76, doi. 10.3905/jod.2015.23.2.076
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- Article
The Role of Retail and Institutional Traders in Options Markets.
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- Journal of Derivatives, 2015, v. 23, n. 2, p. 62, doi. 10.3905/jod.2015.23.2.062
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- Article
Pricing Bounds on Quanto Options.
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- Journal of Derivatives, 2015, v. 23, n. 2, p. 53, doi. 10.3905/jod.2015.23.2.053
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- Article
Inventory Effects, the Winner's Curse, and Bid Shading in Credit Default Swap Auction Outcomes.
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- Journal of Derivatives, 2015, v. 23, n. 2, p. 36, doi. 10.3905/jod.2015.23.2.036
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- Article
Interest Rate Swap Credit Valuation Adjustment.
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- Journal of Derivatives, 2015, v. 23, n. 2, p. 24
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- Article
A Simple Model of Correlated Defaults with Application to Repo Portfolios.
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- Journal of Derivatives, 2015, v. 23, n. 2, p. 8, doi. 10.3905/jod.2015.23.2.008
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- Article
Untitled.
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- Journal of Derivatives, 2015, v. 23, n. 2, p. 1
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- Article