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Derivat
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24.02.1998
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ECONIS (ZBW)
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Realized volatility and correlation in grain futures markets : testing for spill-over effects
Kim, Jae H.
;
Doucouliagos, Chris
-
2005
Persistent link: https://www.econbiz.de/10003147017
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2
Statistische Besonderheiten von Finanzmarktdaten
Krämer, Walter
-
2000
Persistent link: https://www.econbiz.de/10001574290
Saved in:
3
Final report of the Ad Hoc Group of Experts on International Co-operation in Tax Matterns of its eight meeting : ... submitted to the Working Party for information at its meeting o...
Vereinte Nationen / Ad Hoc Group of Experts on …
-
1998
Persistent link: https://www.econbiz.de/10013453381
Saved in:
4
Concentration on the nearby contract in futures markets : a simple stochastic model to explain the phenomenon
Bamberg, Günter
;
Dorfleitner, Gregor
-
1998
Persistent link: https://www.econbiz.de/10013374661
Saved in:
5
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
6
Shortfall-Risiken beim Hedging mit DAX-Futures
Bamberg, Günter
-
1997
Persistent link: https://www.econbiz.de/10013453110
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7
European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10000886167
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8
Closed form representations for the minimal hedging portfolios of American type contingent claims
Kramkov, D. O.
-
1994
Persistent link: https://www.econbiz.de/10000895889
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9
Seasonality in ex ante German stock index futures arbitrage : where do arbitrage profits in Germany come from?
Bamberg, Günter
-
1994
Persistent link: https://www.econbiz.de/10013374625
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10
Arithmetic-Average-Price-Optionen : Bewertungsverfahren und Simulationsstudie
Reimer, Matthias
-
1993
Persistent link: https://www.econbiz.de/10000347817
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