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source:"econis"
~person:"Grbac, Zorana"
~person:"Hughston, Lane P."
~person:"Schlögl, Erik"
~subject:"Interest rate derivative"
~subject:"Optionspreistheorie"
~type_genre:"Conference paper"
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Search: subject_exact:"Fristigkeitsstruktur der Zinssätze"
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Interest rate derivative
Optionspreistheorie
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Grbac, Zorana
Hughston, Lane P.
Schlögl, Erik
Avellaneda, Marco
1
Benth, Fred Espen
1
Brody, Dorje C.
1
Fontana, Claudio
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Genaro, Alan de
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Glau, Kathrin
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Russo, Vincenzo
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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Term structure modeling with overnight rates beyond stochastic continuity
Fontana, Claudio
;
Grbac, Zorana
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 151-189
Persistent link: https://www.econbiz.de/10014471210
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2
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
3
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
4
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
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