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Matches in DBpedia 2014 for { ?s ?p <http://dbpedia.org/class/yago/DerivativeInstrument106480506> . }

• Annual_International_Conference_on_Real_Options type DerivativeInstrument106480506.
• Ascot_(finance) type DerivativeInstrument106480506.
• Asian_option type DerivativeInstrument106480506.
• Backspread type DerivativeInstrument106480506.
• Barrier_option type DerivativeInstrument106480506.
• Basket_option type DerivativeInstrument106480506.
• Bear_spread type DerivativeInstrument106480506.
• Binary_option type DerivativeInstrument106480506.
• Binary_options_trading_platform type DerivativeInstrument106480506.
• Binomial_options_pricing_model type DerivativeInstrument106480506.
• Black%E2%80%93Scholes type DerivativeInstrument106480506.
• Black_model type DerivativeInstrument106480506.
• Bond_option type DerivativeInstrument106480506.
• Box_spread type DerivativeInstrument106480506.
• Bull_spread type DerivativeInstrument106480506.
• Butterfly_(options) type DerivativeInstrument106480506.
• Buy-write type DerivativeInstrument106480506.
• CBOE_DJIA_BuyWrite_Index type DerivativeInstrument106480506.
• Calendar_spread type DerivativeInstrument106480506.
• Callable_bond type DerivativeInstrument106480506.
• Cash_or_share_option type DerivativeInstrument106480506.
• Chooser_option type DerivativeInstrument106480506.
• Cliquet type DerivativeInstrument106480506.
• Combinations_(finance) type DerivativeInstrument106480506.
• Commodore_option type DerivativeInstrument106480506.
• Compound_option type DerivativeInstrument106480506.
• Constant_elasticity_of_variance_model type DerivativeInstrument106480506.
• Contingent_value_rights type DerivativeInstrument106480506.
• Covered_call type DerivativeInstrument106480506.
• Covered_warrant type DerivativeInstrument106480506.
• Credit_default_option type DerivativeInstrument106480506.
• Credit_spread_(bond) type DerivativeInstrument106480506.
• Credit_spread_(options) type DerivativeInstrument106480506.
• Datar%E2%80%93Mathews_method_for_real_option_valuation type DerivativeInstrument106480506.
• Debit_spread type DerivativeInstrument106480506.
• Double_digital_option type DerivativeInstrument106480506.
• Employee_stock_option type DerivativeInstrument106480506.
• Equity_derivative type DerivativeInstrument106480506.
• Exotic_option type DerivativeInstrument106480506.
• Finite_difference_methods_for_option_pricing type DerivativeInstrument106480506.
• Foreign-exchange_option type DerivativeInstrument106480506.
• Fuzzy_pay-off_method_for_real_option_valuation type DerivativeInstrument106480506.
• Greenspan_put type DerivativeInstrument106480506.
• Intensity_option type DerivativeInstrument106480506.
• Interest_rate_guarantee type DerivativeInstrument106480506.
• Iron_butterfly_(options_strategy) type DerivativeInstrument106480506.
• Iron_condor type DerivativeInstrument106480506.
• Jump_diffusion type DerivativeInstrument106480506.
• LEAPS_(finance) type DerivativeInstrument106480506.
• Lattice_model_(finance) type DerivativeInstrument106480506.
• Low_Exercise_Price_Option type DerivativeInstrument106480506.
• Margrabe's_formula type DerivativeInstrument106480506.
• Married_put type DerivativeInstrument106480506.
• Moneyness type DerivativeInstrument106480506.
• Mountain_range_(options) type DerivativeInstrument106480506.
• Naked_call type DerivativeInstrument106480506.
• Naked_put type DerivativeInstrument106480506.
• Net_volatility type DerivativeInstrument106480506.
• Option_(filmmaking) type DerivativeInstrument106480506.
• Option_(finance) type DerivativeInstrument106480506.
• Option_(law) type DerivativeInstrument106480506.
• Option_naming_convention type DerivativeInstrument106480506.
• Option_screener type DerivativeInstrument106480506.
• Option_style type DerivativeInstrument106480506.
• Option_symbol type DerivativeInstrument106480506.
• Option_time_value type DerivativeInstrument106480506.
• Option_to_abandon type DerivativeInstrument106480506.
• Option_to_contract type DerivativeInstrument106480506.
• Option_to_expand type DerivativeInstrument106480506.
• Options_arbitrage type DerivativeInstrument106480506.
• Options_spread type DerivativeInstrument106480506.
• Options_strategies type DerivativeInstrument106480506.
• Options_writing type DerivativeInstrument106480506.
• Phantom_stock type DerivativeInstrument106480506.
• Pin_risk_(options) type DerivativeInstrument106480506.
• Put%E2%80%93call_parity type DerivativeInstrument106480506.
• call_ratio type DerivativeInstrument106480506.
• Puttable_bond type DerivativeInstrument106480506.
• Rainbow_option type DerivativeInstrument106480506.
• Range_accrual type DerivativeInstrument106480506.
• Ratio_spread type DerivativeInstrument106480506.
• Real_Options_Group type DerivativeInstrument106480506.
• Real_options_valuation type DerivativeInstrument106480506.
• Risk_reversal type DerivativeInstrument106480506.
• SABR_volatility_model type DerivativeInstrument106480506.
• Smooth_pasting type DerivativeInstrument106480506.
• Stochastic_volatility type DerivativeInstrument106480506.
• Stock_appreciation_right type DerivativeInstrument106480506.
• Stock_option_return type DerivativeInstrument106480506.
• Strangle_(options) type DerivativeInstrument106480506.
• Strike_price type DerivativeInstrument106480506.
• Swaption type DerivativeInstrument106480506.
• Switching_option type DerivativeInstrument106480506.
• Synthetic_position type DerivativeInstrument106480506.
• Termination_option type DerivativeInstrument106480506.
• Timer_Call type DerivativeInstrument106480506.
• Trinomial_tree type DerivativeInstrument106480506.
• Turbo_warrant type DerivativeInstrument106480506.
• Valuation_of_options type DerivativeInstrument106480506.
• Vertical_spread type DerivativeInstrument106480506.

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