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person:"Rutkowski, Marek"
~person:"White, Alan"
~subject:"Euromarkt"
~subject:"Theorie"
~subject:"admissibility"
~type_genre:"Aufsatz in Zeitschrift"
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admissibility
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10
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6
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5
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1999
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Aufsatz in Zeitschrift
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Rutkowski, Marek
White, Alan
Chen, Ren-Raw
7
Chiarella, Carl
6
Jamshidian, Farshid
6
Bhar, Ramaprasad
5
Ritchken, Peter H.
5
Ronn, Ehud I.
5
Chance, Don M.
4
Hull, John
4
Jarrow, Robert A.
4
Pelsser, Antoon André Jean
4
Subrahmanyam, Marti G.
4
Björk, Tomas
3
Gay, Gerald D.
3
Herwartz, Helmut
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Ho, Thomas S. Y.
3
Kolb, Robert W.
3
Miltersen, Kristian R.
3
Moraleda Novo, Juan Manuel
3
Rebonato, Riccardo
3
Sandmann, Klaus
3
Sankarasubramanian, L.
3
Scott, Louis O.
3
Adam, Dietrich
2
Barone-Adesi, Giovanni
2
Benninga, Simon
2
Bierwag, Gerald O.
2
Bliss, Robert R.
2
Briys, Eric
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Broll, Udo
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Bühler, Alfred
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Castelino, Mark G.
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Clewlow, Les
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Crouhy, Michel
2
Das, Sanjiv R.
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Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of financial and quantitative analysis : JFQA
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of fixed income
1
The review of financial studies
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ECONIS (ZBW)
8
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1
Admissibility of generic market models of forward swap rates
Li, Libo
;
Rutkowski, Marek
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 728-761
Persistent link: https://www.econbiz.de/10011308170
Saved in:
2
Forward rate volatilities, swap rate volatilities, and implementation of the LIBOR market model
Hull, John
;
White, Alan
- In:
The journal of fixed income
10
(
2000
)
2
,
pp. 46-62
Persistent link: https://www.econbiz.de/10001530342
Saved in:
3
Models of forward Libor and swap rates
Rutkowski, Marek
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 29-60
Persistent link: https://www.econbiz.de/10001449235
Saved in:
4
Dynamics of spot, forward, and futures libor rates
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 425-445
Persistent link: https://www.econbiz.de/10001251045
Saved in:
5
Continuous-time term structure models : forward measure approach
Musiela, Marek
- In:
Finance and stochastics
1
(
1997
)
4
,
pp. 261-291
Persistent link: https://www.econbiz.de/10001226612
Saved in:
6
Bond option pricing based on a model for the evolution of bond prices
Hull, John
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 1-13
Persistent link: https://www.econbiz.de/10001145857
Saved in:
7
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
Saved in:
8
Pricing interest-rate-derivative securities
Hull, John
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 573-592
Persistent link: https://www.econbiz.de/10001105890
Saved in:
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