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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Jensen, Malene Shin"
~person:"Pelsser, Antoon André Jean"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Report / Erasmus Center for Financial Research, Erasmus University
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Efficient control variates and strategies for Bermudan swaptions in a LIBOR market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003010725
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Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
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