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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Grbac, Zorana"
~person:"Papapantoleon, Antonis"
~subject:"analytically tractable models"
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analytically tractable models
Interest rate derivative
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Option pricing theory
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Optionspreistheorie
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Zinsderivat
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LIBOR rate models
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Papapantoleon, Antonis
Keller‐Ressel, Martin
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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
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