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source:"econis"
~isPartOf:"Mathematics and financial economics"
~person:"Grbac, Zorana"
~person:"Schlögl, Erik"
~subject:"Interest rate derivative"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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A tractable LIBOR model with default risk
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Mathematics and financial economics
7
(
2013
)
2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10009736861
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