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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Schlögl, Erik"
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Schlögl, Erik
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International journal of theoretical and applied finance
The journal of finance : the journal of the American Finance Association
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
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4
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2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
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A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 155-202
Persistent link: https://www.econbiz.de/10003415746
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2
Simulated swaption delta-hedging in the lognormal forward LIBOR model
Dun, Tim
;
Barton, Geoff
;
Schlögl, Erik
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 677-709
Persistent link: https://www.econbiz.de/10001600372
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