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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~language:"eng"
~person:"Mikkelsen, Peter"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Mikkelsen, Peter
Löthgren, Mickael
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Teräsvirta, Timo
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Centre for Analytical Finance <Århus>
Ekonomiska forskningsinstitutet <Stockholm>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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2
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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3
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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