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person:"Bhar, Ramaprasad"
subject:"Volatilität"
~type_genre:"Article in journal"
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Bhar, Ramaprasad
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The European journal of finance
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Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001219148
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