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subject:"Zinsstruktur"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Lecture notes in economics and mathematical systems : LNEMS"
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Zinsstruktur
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Option pricing theory
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European journal of operational research : EJOR
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ECONIS (ZBW)
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Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
- In:
European journal of operational research : EJOR
208
(
2011
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10008779603
Saved in:
2
Pricing interest-rate derivatives : a fourier-transform based approach
Bouziane, Markus
-
2008
Persistent link: https://www.econbiz.de/10003571605
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