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~person:"Cerrato, Mario"
~person:"Musti, Silvana"
~subject:"Option pricing theory"
~type_genre:"Working Paper"
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Cerrato, Mario
Musti, Silvana
Takahashi, Akihiko
8
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Chiarella, Carl
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Caporale, Guglielmo Maria
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Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
2
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
3
Chebyshev polynomial approximation to approximate partial differebtial equations
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003806021
Saved in:
4
Using Chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739785
Saved in:
5
Using chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003712503
Saved in:
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