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person:"Broll, Udo"
~person:"Ritchken, Peter H."
~subject:"Zinsstruktur"
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Broll, Udo
Ritchken, Peter H.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
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2
The importance of forward rate volatility structures in pricing interest rate-sensitive claims
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001219431
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3
On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 259-264
Persistent link: https://www.econbiz.de/10001084192
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