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source:"econis"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Europäische Zentralbank"
~subject:"Yield curve"
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Mikkelsen, Peter
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Centre for Analytical Finance <Århus>
Europäische Zentralbank
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62
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Ekonomiska forskningsinstitutet <Stockholm>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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1
Bond markets and long-term interest rates in European Union accession countries
2002
Persistent link: https://www.econbiz.de/10001702868
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2
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
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contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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3
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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