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subject:"Deutschland"
~person:"Ritchken, Peter H."
~subject:"Interest rate derivative"
~subject:"Statistische Verteilung"
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Deutschland
Interest rate derivative
Statistische Verteilung
Option pricing theory
15
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Ritchken, Peter H.
Härdle, Wolfgang
19
Schoenmakers, John
12
Jacobs, Kris
9
Joshi, Mark S.
9
Perote, Javier
9
Schlag, Christian
9
Fabozzi, Frank J.
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Rebonato, Riccardo
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Schlögl, Erik
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Todorov, Viktor
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Deutsch, Hans-Peter
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Christoffersen, Peter F.
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Grbac, Zorana
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Hafner, Christian M.
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Kim, Young Shin
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Mittnik, Stefan
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Oosterlee, Cornelis Willebrordus
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Račev, Svetlozar T.
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Rockinger, Michael
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Steiner, Manfred
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Almeida, Caio
5
Branger, Nicole
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Craig, Ben R.
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Cui, Zhenyu
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Guirguis, Michel
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Rieken, Sascha
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Röder, Klaus
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Schönbucher, Philipp J.
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Takahashi, Akihiko
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Review of derivatives research
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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1
Interest rate option pricing with volatility humps
Ritchken, Peter H.
;
Chuang, Iyuan
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 237-262
Persistent link: https://www.econbiz.de/10001493259
Saved in:
2
On rational jump diffusion models : an approach using potentials
Burnetas, Apostolos N.
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10001238756
Saved in:
3
Volatility structures of forward rates and the dynamics of the term structure
Ritchken, Peter H.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001185062
Saved in:
4
The importance of forward rate volatility structures in pricing interest rate-sensitive claims
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001219431
Saved in:
5
On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 259-264
Persistent link: https://www.econbiz.de/10001084192
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