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~isPartOf:"Advanced modelling in mathematical finance : in honour of Ernst Eberlein"
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Interest rate derivative
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Option pricing theory
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Optionspreistheorie
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Yield curve
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Zinsderivat
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Affine LIBOR models
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Grbac, Zorana
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
International journal of financial engineering
9
International journal of theoretical and applied finance
8
The journal of futures markets
8
Quantitative finance
7
Applied mathematical finance
6
International review of financial analysis
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SpringerLink / Bücher
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Review of derivatives research
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Lehr- und Handbücher zu Geld, Börse, Bank und Versicherung
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Macroeconomics and finance in emerging market economies
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New methods in fixed income modeling : fixed income modeling
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Springer Texts in Business and Economics
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The European journal of finance
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The journal of credit risk : published quarterly by Incisive Media
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The journal of fixed income : JFI
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ECONIS (ZBW)
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A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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2
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
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