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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"The review of financial studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Arbitrage"
~subject:"Stochastischer Prozess"
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1
Chacko, George
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Das, Sanjiv
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Advances in futures and options research : a research annual
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
The journal of futures markets
11
International journal of theoretical and applied finance
8
Applied mathematical finance
6
Finance and stochastics
6
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6
SSE EFI working paper series in economics and finance
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European journal of operational research : EJOR
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Interest rate modelling after the financial crisis
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International journal of financial engineering
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Harvard Business School Finance Case
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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1
Pricing interest rate derivatives : a general approach
Chacko, George
;
Das, Sanjiv
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 195-241
Persistent link: https://www.econbiz.de/10001639615
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2
The dynamics of the forward interest rate curve with stochastic string shocks
Santa-Clara, Pedro
;
Sornette, Didier
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 149-185
Persistent link: https://www.econbiz.de/10001543111
Saved in:
3
The term structure of interest rates as a random field
Goldstein, Robert S.
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001485504
Saved in:
4
The risk-neutral value of the early arbitrage option : a note
Duffie, Darrell
- In:
Advances in futures and options research : a research annual
4
(
1990
),
pp. 107-110
Persistent link: https://www.econbiz.de/10001101740
Saved in:
5
Structural inefficiencies in municipal bond futures
Arnott, Robert D.
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 313-319
Persistent link: https://www.econbiz.de/10001081764
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