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source:"econis"
~institution:"Centre for Analytical Finance <Århus>"
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Interest rate
3
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Volatilität
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Zins
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Zinsderivat
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Christensen, Bent Jesper
2
Christiansen, Charlotte
2
Poulsen, Rolf
2
Mikkelsen, Peter
1
Shin Jensen, Malene
1
Svenstrup, Mikkel
1
Sørensen, Michael
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Centre for Analytical Finance <Århus>
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Kansantaloustieteen Laitos <Helsinki>
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European University Institute / Department of Economics
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Federal Reserve Bank of Richmond
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Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
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Gottfried Wilhelm Leibniz Universität Hannover
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
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ECONIS (ZBW)
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1
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
2
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
3
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
4
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
5
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
6
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
Saved in:
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