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~person:"Jaschke, Stefan R."
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Arbitrage Pricing
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Arbitrage pricing
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1977-1996
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Jaschke, Stefan R.
Vayanos, Dimitri
17
Platen, Eckhard
16
Rudebusch, Glenn D.
16
Diebold, Francis X.
14
Le Van, Cuong
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Christensen, Jens H. E.
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Finance and stochastics
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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ECONIS (ZBW)
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A filtered no arbitrage model for term structures from noisy data
Gombani, Andrea
;
Jaschke, Stefan R.
;
Runggaldier, …
-
Weierstraß-Institut für Angewandte Analysis und Stochastik
-
2002
Persistent link: https://www.econbiz.de/10001802389
Saved in:
2
Arbitrage und die Gültigkeit des Barwertprinzips im Markt für Bundeswertpapiere
Jaschke, Stefan R.
;
Stehle, Richard
;
Wernicke, Stefan
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
52
(
2000
)
5
,
pp. 440-468
Persistent link: https://www.econbiz.de/10001502289
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3
Higher order forward rate agreements and the smoothness of the term structure
Jaschke, Stefan R.
-
1999
Persistent link: https://www.econbiz.de/10001377676
Saved in:
4
Arbitrage bounds for the term structure of interest rates
Jaschke, Stefan R.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001230161
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