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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Schlögl, Erik"
~person:"Wittke, Manuel"
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Schlögl, Erik
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
FIRN Research Paper
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Universität Bonn - Sonderforschungsbereich 303 - Discussion Papers
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Option valuation in multivariate SABR models
Kienitz, Jörg
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Wittke, Manuel
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2010
Persistent link: https://www.econbiz.de/10008662187
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A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
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Nikitopoulos, Christina Sklibosios
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2005
Persistent link: https://www.econbiz.de/10003194455
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