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~isPartOf:"Research paper / Quantitative Finance Research Group, University of Technology Sydney"
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
Finance and stochastics
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Benchmark model with intensity based jumps
Platen, Eckhard
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2002
Persistent link: https://www.econbiz.de/10001732762
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2
A benchmark model for financial markets
Platen, Eckhard
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2001
Persistent link: https://www.econbiz.de/10001619270
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3
Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.
;
Platen, Eckhard
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2001
Persistent link: https://www.econbiz.de/10001619289
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4
Arbitrage in continuous complete markets
Platen, Eckhard
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2001
Persistent link: https://www.econbiz.de/10001732810
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Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
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2001
Persistent link: https://www.econbiz.de/10001732826
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