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~subject:"Heath-Jarrow-Morton modeling"
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Heath-Jarrow-Morton modeling
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
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2016
Persistent link: https://www.econbiz.de/10011800392
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