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subject:"Volatility"
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1
Exponential-affine diffusion term structure models : dimension, time-homogeneity, and stochastic volatility
Nunes, João Pedro Vidal
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2000
Persistent link: https://www.econbiz.de/10001623482
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2
Arbitragefreie Bewertung von Zinsderivaten
Heitmann, Frank
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1997
Persistent link: https://www.econbiz.de/10000959293
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3
Gauß-Zinsmodelle und Bewertung an der Deutschen Terminbörse
Madjlessi, Foruhar
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1996
Persistent link: https://www.econbiz.de/10000964136
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4
Bewertung von Zinsoptionen bei stochastischer Zinsvolatilität : ein Inversionsansatz
Uhrig-Homburg, Marliese
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1996
Persistent link: https://www.econbiz.de/10013340918
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