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~isPartOf:"International journal of theoretical and applied finance"
~person:"Rutkowski, Marek"
~subject:"Theory"
~subject:"Zinsstruktur"
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International journal of theoretical and applied finance
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3
Mathematical finance : an international journal of mathematics, statistics and financial theory
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An extension of the Brody-Hughston-Macrina approach to modeling of defaultable bonds
Rutkowski, Marek
;
Yu, Nannan
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 557-589
Persistent link: https://www.econbiz.de/10003463472
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Dynamics of spot, forward, and futures libor rates
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 425-445
Persistent link: https://www.econbiz.de/10001251045
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