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Abken, Peter A.
Yang, Zhaojun
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Advances in futures and options research : a research annual
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An empirical evaluation of value at risk by scenario simulation
Abken, Peter A.
- In:
The journal of derivatives : the official publication …
7
(
2000
)
4
,
pp. 12-29
Persistent link: https://www.econbiz.de/10001500033
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2
Valuation of default-risky interest-rate swaps
Abken, Peter A.
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 93-116
Persistent link: https://www.econbiz.de/10001145851
Saved in:
3
Valuation of default-risky interest-rate swaps
Abken, Peter A.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000825965
Saved in:
4
Beyond plain vanilla : a taxonomy of swaps
Abken, Peter A.
- In:
Economic review
76
(
1991
)
2
,
pp. 12-29
Persistent link: https://www.econbiz.de/10001117946
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