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LIFTING QUADRATIC TERM STRUCTU...
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Optionspreistheorie
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A discrete Itô calculus approach to Heś framework for multi-factor discrete markets
Akahori, Jirô
- In:
Asia-Pacific financial markets
12
(
2005
)
3
,
pp. 273-287
Persistent link: https://www.econbiz.de/10003407439
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Heat kernel interest rate models with time-inhomogeneous Markov processes
Akahori, Jirô
;
Macrina, Andrea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009562139
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