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subject:"Portfolio selection"
~isPartOf:"Journal of investment management : JOIM"
~person:"Gouriéroux, Christian"
~person:"Hull, John"
~source:"econis"
~subject:"Option pricing theory"
~subject:"USA"
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Option pricing theory
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Gouriéroux, Christian
Hull, John
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Journal of investment management : JOIM
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OIS discounting, interest rate derivatives, and the modeling of stochastic interest rate spreads
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
13
(
2015
)
1
,
pp. 64-83
Persistent link: https://www.econbiz.de/10011635240
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2
LIBOR versus OIS : the derivatives discounting dilemma
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
11
(
2013
)
3
,
pp. 14-27
Persistent link: https://www.econbiz.de/10010196008
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