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person:"Broll, Udo"
~person:"Ritchken, Peter H."
~subject:"United States"
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Interest rate derivative
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Broll, Udo
Ritchken, Peter H.
Hess, Dieter
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The journal of finance : the journal of the American Finance Association
2
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ECONIS (ZBW)
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Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
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2
Lattice models for pricing American interest rate claims
Li, Anlong
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 719-737
Persistent link: https://www.econbiz.de/10001184823
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