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OUR NEW ARTICLES.
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- Journal of Derivatives, 2023, v. 31, n. 2, p. 5
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- Article
Commodity ETF Arbitrage: Futures-Backed versus Physical-Backed ETFs.
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- Journal of Derivatives, 2023, v. 31, n. 2, p. 128, doi. 10.3905/jod.2023.1.193
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- Article
The Performance of Jump Models to Price Commodity Options.
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- Journal of Derivatives, 2023, v. 31, n. 2, p. 101, doi. 10.3905/jod.2023.1.189
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- Article
Measuring Information Flows in Option Markets: A Relative Entropy Approach.
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- Journal of Derivatives, 2023, v. 31, n. 2, p. 73, doi. 10.3905/jod.2023.1.191
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- Article
Beyond Basel 4: Integrating Over-the-Counter Derivatives Risk Capital Requirements.
- Published in:
- Journal of Derivatives, 2023, v. 31, n. 2, p. 53, doi. 10.3905/jod.2023.1.194
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- Article
A Two-Factor Contingent Convertible Bond Pricing Model with Calibrated Option-Adjusted Spread.
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- Journal of Derivatives, 2023, v. 31, n. 2, p. 36, doi. 10.3905/jod.2023.1.188
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- Article
Pricing American Options under Levy Jump Models: A Multidimensional Transform Method.
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- Journal of Derivatives, 2023, v. 31, n. 2, p. 9, doi. 10.3905/jod.2023.1.190
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- Article