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~isPartOf:"International review of financial analysis"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Brown, Rob"
~person:"Cotton, Peter"
~type_genre:"Aufsatz in Zeitschrift"
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International review of financial analysis
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of fixed income
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ECONIS (ZBW)
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Stochastic volatility corrections for interest rate derivatives
Cotton, Peter
;
Fouque, Jean-Pierre
;
Papanicolaou, George
; …
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10002032686
Saved in:
2
Modeling volatility and changes in the swap spread
In, Francis Haeuck
;
Brown, Rob
;
Fang, Victor
- In:
International review of financial analysis
12
(
2003
)
5
,
pp. 545-561
Persistent link: https://www.econbiz.de/10001797475
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