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~person:"Grbac, Zorana"
~person:"Krief, David"
~subject:"Optionspreistheorie"
~type_genre:"Book section"
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Optionspreistheorie
Interest rate derivative
2
Option pricing theory
2
Stochastic process
2
Stochastischer Prozess
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2
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2
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Affine LIBOR models
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LIBOR
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LIBOR market models
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Libor market model
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Grbac, Zorana
Krief, David
Choudhry, Moorad
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Mann, Steven V.
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Bianchi, Stephen W.
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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ECONIS (ZBW)
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A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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2
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
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