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~isPartOf:"Journal of banking & finance"
~person:"Platen, Eckhard"
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3/2 Stochastic volatility model
1
Benchmark approach
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Benchmarking
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Currency derivative
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Derivat
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Derivative
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Devisenmarkt
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Platen, Eckhard
Baptista, Alexandre M.
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Alexander, Gordon J.
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Branger, Nicole
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Eling, Martin
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Munk, Claus
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Zenios, Stauros Andrea
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Journal of banking & finance
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
43
Asia-Pacific financial markets
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
International journal of theoretical and applied finance
4
Research paper / Quantitative Finance Research Group, University of Technology Sydney
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Applied mathematical finance
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ASTIN bulletin : the journal of the International Actuarial Association
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Australian economic papers
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Decisions in economics and finance : a journal of applied mathematics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Mathematics and financial economics
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Quantitative Finance Research Centre Research Paper
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Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
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Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
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Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
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Springer finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Swiss Finance Institute Research Paper
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The Kyoto economic review
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The journal of asset management
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University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
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Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
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