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~institution:"Centre for Analytical Finance <Århus>"
~institution:"The Wharton Financial Institutions Center"
~subject:"Option pricing theory"
~type_genre:"Arbeitspapier"
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Option pricing theory
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Zins
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Babbel, David F.
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Shin Jensen, Malene
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Svenstrup, Mikkel
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Centre for Analytical Finance <Århus>
The Wharton Financial Institutions Center
Weierstraß-Institut für Angewandte Analysis und Stochastik
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Chambre de commerce et d'industrie de Paris
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Danmarks Nationalbank
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Econometrisch Instituut <Rotterdam>
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Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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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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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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2
Extracting probabilistic information from the prices of interest rate options : tests of distributional assumptions
Dutta, Kabir K.
(
contributor
);
Babbel, David F.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685962
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