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type_genre:"Arbeitspapier"
type_genre:"Series"
~accessRights:"free"
~isPartOf:"Research paper / Quantitative Finance Research Group, University of Technology Sydney"
~person:"Härdle, Wolfgang"
~person:"Küchler, Uwe"
~person:"Nijkamp, Peter"
~person:"Schlögl, Erik"
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Härdle, Wolfgang
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
SFB 649 discussion paper
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Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
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2001
Persistent link: https://www.econbiz.de/10001732826
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Semiparametric diffusion estimation and application to a stock market model
Härdle, Wolfgang
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2001
Persistent link: https://www.econbiz.de/10001619299
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Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe
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Platen, Eckhard
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2001
Persistent link: https://www.econbiz.de/10001619302
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