Why We Have Never Used the Black-Scholes
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Since Slonczewski calculated [1] interfacial exchange - cerge-ei
Guidance Note on the Calculation of Capital Requirement for Market
Dedicated Short Bias Hedge Funds
Free boundary regularity close to initial state and
The 2008 Short Sale Ban`s Impact on Equity Option Markets
Report on the Secondary Market for RGGI CO 2 Allowances
Lecture 11: The Greeks and Risk Management This lecture studies
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Binomial lattice model for stock prices
Recovering Risk-Neutral Densities from Exchange Rate Options: Evidence in Turkey
Xetra Market Model Continuous Auction
Volatility Derivatives
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Description of financial instruments and investment risks
International Banking - Module A Part II
