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~institution:"Centre for Analytical Finance <Århus>"
~institution:"The Wharton Financial Institutions Center"
~subject:"Zinsstruktur"
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Zinsstruktur
Interest rate
6
Zins
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Schätzung
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Mikkelsen, Peter
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Shin Jensen, Malene
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Svenstrup, Mikkel
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Centre for Analytical Finance <Århus>
The Wharton Financial Institutions Center
National Bureau of Economic Research
63
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Ekonomiska forskningsinstitutet <Stockholm>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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