Financial Derivatives
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Citations
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Cited by:
- Radu Tunaru & Ephraim Clark & Howard Viney, 2005.
"An option pricing framework for valuation of football players,"
Review of Financial Economics, John Wiley & Sons, vol. 14(3-4), pages 281-295.
- Tunaru, Radu & Clark, Ephraim & Viney, Howard, 2005. "An option pricing framework for valuation of football players," Review of Financial Economics, Elsevier, vol. 14(3-4), pages 281-295.
- Radu Tunaru, 2015. "Model Risk in Financial Markets:From Financial Engineering to Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9524, September.
- Dickler, Robert A. & Schalast, Christoph, 2006. "Distressed debt in Germany: What's next? Possible innovative exit strategies," Frankfurt School - Working Paper Series 73, Frankfurt School of Finance and Management.
- Somnath Chatterjee, 2015. "Modelling credit risk," Handbooks, Centre for Central Banking Studies, Bank of England, number 34, April.
- repec:esx:essedp:713 is not listed on IDEAS
- J. Benson Durham, 2015. "Betting against beta (and gamma) using government bonds," Staff Reports 708, Federal Reserve Bank of New York.
- Jun Ma, 2009. "Pricing Foreign Equity Options with Stochastic Correlation and Volatility," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 303-327, November.
- Rudolf Olsovsky, 2009. "Compilation of statisitcal data on new financial instruments: the case of the Czech Republic," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Measuring financial innovation and its impact", Basel, 26-27 August 2008, volume 31, pages 209-218, Bank for International Settlements.
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