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~person:"Darby, Michael R."
~person:"Schmidt, Thorsten"
~type_genre:"Bibliography included"
~type_genre:"Conference paper"
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Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
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2
No arbitrage theory for bond markets
Klein, Irene
;
Schmidt, Thorsten
;
Teichmann, Josef
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 381-421)
.
2016
Persistent link: https://www.econbiz.de/10011800388
Saved in:
3
The internationalization of American banking and finance : structure, risk, and world interest rates
Darby, Michael R.
- In:
Journal of international money and finance
5
(
1986
)
4
,
pp. 403-428
Persistent link: https://www.econbiz.de/10001043787
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