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~institution:"Centre for Analytical Finance <Århus>"
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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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Potential credit exposure on interest rate and foreign exchange rate related instruments
1988
Persistent link: https://www.econbiz.de/10000865651
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Treatment of interest rate and exchange rate contracts in the risk asset ratio
Taylor, ...
(
contributor
)
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1987
Persistent link: https://www.econbiz.de/10000862374
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