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subject:"Yield curve"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~person:"Lin, Shih-kuei"
~subject:"Staatspapier"
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Yield curve
Staatspapier
Constant maturity swap
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Generalized swap market model
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Interest rate derivative
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Interest rate derivatives
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Least square Monte Carlo method
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Option pricing theory
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Lin, Shih-kuei
David-Pur, Lior
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International review of financial analysis
Journal of international financial markets, institutions & money
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
The North American journal of economics and finance : a journal of financial economics studies
2
International review of economics & finance : IREF
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Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
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