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~isPartOf:"Bank i kredyt"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Markovian and multi-curve friendly parametrisation of a HJM model used in valuation adjustment of interest rate derivatives
Dec, Marcin
- In:
Bank i kredyt
50
(
2019
)
2
,
pp. 107-148
Persistent link: https://www.econbiz.de/10012155020
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