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~institution:"Danmarks Nationalbank"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~institution:"University of British Columbia / Finance Division"
~subject:"Zinsstruktur"
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Danmarks Nationalbank
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
University of British Columbia / Finance Division
Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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On Markovian short rates in term structure models driven by jump-diffusion processes
Gapeev, P. V.
(
contributor
);
Küchler, U.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001917033
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Markovian short rates in a forward rate model with a general class of Lévy processes
Küchler, Uwe
(
contributor
)
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919022
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3
Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R.
-
2000
Persistent link: https://www.econbiz.de/10001487318
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