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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
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Volatility
Interest rate derivative
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Zinsderivat
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Volatilität
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Christiansen, Charlotte
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Shin Jensen, Malene
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Centre for Analytical Finance <Århus>
Danmarks Nationalbank
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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
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contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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Long maturity forward rates
Christiansen, Charlotte
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
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