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~isPartOf:"Finance research letters"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Anleihe"
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Anleihe
Interest rate derivative
22
Zinsderivat
22
Yield curve
17
Zinsstruktur
17
Option pricing theory
12
Optionspreistheorie
12
Theorie
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Theory
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Derivat
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Derivative
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Swap
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Ahn, Jungkyu
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Ahn, Yongkil
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Ochiai, Natsumi
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Ohnishi, Masamitsu
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Finance research letters
Journal of mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Advances in futures and options research : a research annual
4
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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1
Demystifying the US Treasury floating rate note puzzle : a swap market perspective
Ahn, Jungkyu
;
Ahn, Yongkil
- In:
Finance research letters
50
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014245417
Saved in:
2
Valuation of game option bonds under the generalized Ho-Lee model : a stochastic game approach
Ochiai, Natsumi
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 412-422
Persistent link: https://www.econbiz.de/10011439173
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