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subject:"Estimation"
subject:"Japan"
~isPartOf:"Applied financial economics"
~person:"Nowman, Kalid Ben"
~subject:"Italien"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Gutachten"
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Estimation
Japan
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1982-1990
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Interest rate
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Option pricing theory
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Nowman, Kalid Ben
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Applied financial economics
Asia-Pacific financial markets
2
International journal of financial engineering and risk management
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Implied option prices from the continuous time CKLS interest rate model : an application to the UK
Nowman, Kalid Ben
;
Sorwar, Ghulam
- In:
Applied financial economics
13
(
2003
)
3
,
pp. 191-198
Persistent link: https://www.econbiz.de/10001742866
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2
An application of generalized Vasicek term structure models to the UK gilt-edged market : a Kalman filtering analysis
Babbs, Simon H.
- In:
Applied financial economics
8
(
1998
)
6
,
pp. 637-644
Persistent link: https://www.econbiz.de/10001253268
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