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THEORY AND CALIBRATION OF SWAP...
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Density estimation using inverse and reciprocal inverse Gaussian kernels
Scaillet, Olivier
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661020
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A fast subsampling method for nonlinear dynamic models
Hong, Han
(
contributor
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Scaillet, Olivier
(
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); …
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661507
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Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases /Paolo Battocchio, Francesco Menoncin, Olivier Scaillet
Battocchio, Paolo
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906837
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Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
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2003
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[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001906852
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