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institution:"Centre for Analytical Finance <Århus>"
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Search: subject_exact:"Constant maturity swap"
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Interest rate derivative
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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Associazione Operatori Bancari in Titoli
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International Conference on Derivatives and Risk Management <2003, Schanghai>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
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contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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2
Long maturity forward rates
Christiansen, Charlotte
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
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3
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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