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Zinsderivat
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Björk, Tomas
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Finance and stochastics
NBER working paper series
155
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138
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126
Journal of money, credit and banking : JMCB
77
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75
Journal of economic dynamics & control
69
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69
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65
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61
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IMF working papers
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CESifo working papers
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International journal of theoretical and applied finance
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24
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22
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22
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20
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Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Advances in futures and options research : a research annual
19
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Europäische Hochschulschriften / 5
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ECONIS (ZBW)
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1
Taylor approximation of incomplete Radner equilibrium models
Choi, Jin Hyuk
;
Larsen, Kasper
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 653-679
Persistent link: https://www.econbiz.de/10011418332
Saved in:
2
A chaotic approach to interest rate modelling
Hughston, Lane P.
;
Rafailidis, Avraam
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10002497065
Saved in:
3
Markov-functional interest rate models
Hunt, Phil J.
;
Kennedy, Joanne
;
Pelsser, Antoon André Jean
- In:
Finance and stochastics
4
(
2000
)
4
,
pp. 391-408
Persistent link: https://www.econbiz.de/10001538325
Saved in:
4
Convergence of discrete time option pricing models under stochastic interest rates
Lesne, Jean-Philippe
;
Prigent, Jean-Luc
;
Scaillet, Olivier
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10001487041
Saved in:
5
Forward rate models with linear volatilities
Barski, Michał
;
Zabczyk, Jerzy
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 537-560
Persistent link: https://www.econbiz.de/10009562291
Saved in:
6
Implied interest rate pricing models
Hunt, Phil J.
- In:
Finance and stochastics
2
(
1998
)
3
,
pp. 275-293
Persistent link: https://www.econbiz.de/10001243270
Saved in:
7
The Lévy LIBOR model
Eberlein, Ernst
;
Özkan, Fehmi
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 327-348
Persistent link: https://www.econbiz.de/10002946685
Saved in:
8
On the construction of finite dimensional realizations for nonlinear forward rate models
Björk, Tomas
;
Landén, Camilla
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 303-331
Persistent link: https://www.econbiz.de/10001680671
Saved in:
9
Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 237-257
Persistent link: https://www.econbiz.de/10001571502
Saved in:
10
Arbitrage-free discretization of lognormal forward Libor and swap rate models
Glasserman, Paul
;
Zhao, Xiaoliang
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10001486621
Saved in:
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