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subject:"Yield curve"
~person:"Grbac, Zorana"
~subject:"Capital income"
~type_genre:"Conference paper"
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Search: subject_exact:"LIBOR market model"
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Yield curve
Capital income
Option pricing theory
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Grbac, Zorana
Lemke, Wolfgang
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Schmidt, Thorsten
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
Saved in:
2
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
3
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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