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person:"Gerhard, Frank"
~person:"Burgess, Nicholas"
~person:"Pelsser, Antoon André Jean"
~person:"Rebonato, Riccardo"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Gerhard, Frank
Burgess, Nicholas
Pelsser, Antoon André Jean
Rebonato, Riccardo
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The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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The link between caplet and swaption volatilities in a Brace-Gatarek-Musiela/Jamshidian framework : approximate solutions and empirical evidence
Jaeckel, Peter
;
Rebonato, Riccardo
- In:
The journal of computational finance
6
(
2003
)
4
,
pp. 41-59
Persistent link: https://www.econbiz.de/10001782185
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Forward versus spot interest rate models of the term structure
Moraleda Novo, Juan Manuel
;
Pelsser, Antoon André Jean
- In:
The journal of derivatives : the official publication …
7
(
2000
)
3
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001497753
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