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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~person:"Björk, Tomas"
~person:"Cairns, Andrew"
~person:"Cheng, Peng"
~person:"Musiela, Marek"
~subject:"Theory"
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Björk, Tomas
Cairns, Andrew
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working papers series / Federal Reserve Bank of San Francisco
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Discussion paper / B
3
Finance and stochastics
2
SSE EFI working paper series in economics and finance
2
Working paper series in economics and finance
2
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Documents de travail / THEMA
1
FAME research paper series
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Paris Princeton lectures on mathematical finance
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1
Linear-quadratic jump-diffusion modeling
Cheng, Peng
;
Scaillet, Olivier
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 575-598
Persistent link: https://www.econbiz.de/10003626612
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2
A family of term-structure models for long-term risk management and derivative pricing
Cairns, Andrew
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 415-444
Persistent link: https://www.econbiz.de/10002125567
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3
On the existence of finite-dimensional realizations for nonlinear forward rate models
Björk, Tomas
;
Svensson, Lars E. O.
- In:
Mathematical finance : an international journal of …
11
(
2001
)
2
,
pp. 205-243
Persistent link: https://www.econbiz.de/10001650926
Saved in:
4
Bond market structure in the presence of marked point processes
Björk, Tomas
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 211-239
Persistent link: https://www.econbiz.de/10001220271
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5
The market model of interest rate dynamics
Brace, Alan
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 127-155
Persistent link: https://www.econbiz.de/10001220280
Saved in:
6
A multifactor Gauss Markov implementation of Heath, Jarrow, and Morton
Brace, Alan
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 259-283
Persistent link: https://www.econbiz.de/10001185092
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