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~person:"Arak, Marcelle V."
~person:"Gay, Gerald D."
~person:"Gupta, Anurag"
~person:"Schlögl, Erik"
~type_genre:"Working Paper"
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Arak, Marcelle V.
Gay, Gerald D.
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A consistent stochastic model of the term structure of interest rates for multiple tenors
Alfeus, Mesias
;
Grasselli, Martino
;
Schlögl, Erik
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2017
Persistent link: https://www.econbiz.de/10011778187
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2
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
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2016
Persistent link: https://www.econbiz.de/10011778017
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3
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
4
A consistent framework for modelling basis spreads in tenor swaps
Yang, Chang
;
Schlögl, Erik
-
2014
Persistent link: https://www.econbiz.de/10011344803
Saved in:
5
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
-
2001
Persistent link: https://www.econbiz.de/10001732826
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