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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Anleihe"
~subject:"Credit rating"
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Interest rate derivative
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Journal of mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Advances in futures and options research : a research annual
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International journal of theoretical and applied finance
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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
Saved in:
2
Rating based Lévy Libor model
Eberlein, Ernst
;
Grbac, Zorana
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 591-626
Persistent link: https://www.econbiz.de/10010187684
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