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~subject:"Swap"
~subject:"Stochastischer Prozess"
~institution:"International Center for Financial Asset Management and Engineering"
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Galluccio, Stefano
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Huang, Zhijhang
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Ly, Jean-Michel
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International Center for Financial Asset Management and Engineering
Centre for Analytical Finance <Århus>
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Chambre de commerce et d'industrie de Paris
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Econometrisch Instituut <Rotterdam>
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Ekonomiska forskningsinstitutet <Stockholm>
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Eric Cuvillier <Firma>
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Friedr. Vieweg und Sohn
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National Bureau of Economic Research
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Universität Hamburg / Institut für Ausländisches und Internationales Finanz- und Steuerwesen
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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École des Hautes Études Commerciales <Lausanne>
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Theory and calibration of swap market models
Galluccio, Stefano
;
Huang, Zhijhang
;
Ly, Jean-Michel
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240424
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