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~person:"Siu, Tak Kuen"
~subject:"Zinsstruktur"
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Zinsstruktur
Option pricing theory
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Optionspreistheorie
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Siu, Tak Kuen
Joshi, Mark S.
14
Schlögl, Erik
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Schoenmakers, John
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Filipović, Damir
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Chen, Son-nan
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Elliott, Robert J.
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Economic modelling
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The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
2
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
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