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~isPartOf:"Discussion paper / B"
~isPartOf:"The journal of fixed income"
~subject:"Business cycle"
~subject:"Option pricing theory"
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Credit risk, interest rate risk, and the business cycle
Alessandrini, Fabio
- In:
The journal of fixed income
9
(
1999
)
2
,
pp. 42-53
Persistent link: https://www.econbiz.de/10001447806
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2
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1996
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Rev. version
Persistent link: https://www.econbiz.de/10000946123
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3
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908122
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4
Hedging interest rate risk with options on average interest rates
Longstaff, Francis A.
- In:
The journal of fixed income
4
(
1995
)
4
,
pp. 37-45
Persistent link: https://www.econbiz.de/10001178064
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