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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of computational finance"
~person:"Grbac, Zorana"
~person:"Papapantoleon, Antonis"
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Interest rate derivative
3
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Zinsderivat
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Grbac, Zorana
Papapantoleon, Antonis
Rebonato, Riccardo
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of computational finance
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
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Mathematics
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ECONIS (ZBW)
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The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
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
Saved in:
3
Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 3-44
Persistent link: https://www.econbiz.de/10009575414
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