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subject:"Yield curve"
~accessRights:"restricted"
~person:"Chatziantoniou, Ioannis"
~person:"Desmettre, Sascha"
~subject:"Conditional connectedness"
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Chatziantoniou, Ioannis
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A mean-field extension of the LIBOR market model
Desmettre, Sascha
;
Hochgerner, Simon
;
Omerovic, Sanela
; …
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10013189919
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2
Independent policy, dependent outcomes : a game of cross-country dominoes across European yield curves
Stenfors, Alexis
;
Chatziantoniou, Ioannis
;
Gabauer, David
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533377
Saved in:
3
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
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