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~isPartOf:"CAMA working paper series"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Platen, Eckhard"
~type_genre:"Non-commercial literature"
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Platen, Eckhard
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Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
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2
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
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3
Alternative term structure models for reviewing expectations puzzles
Nikitopoulos, Christina Sklibosios
;
Platen, Eckhard
-
2012
Persistent link: https://www.econbiz.de/10009564459
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4
Affine realizations for Lévy driven interest rate models with real-world forward rate dynamics
Platen, Eckhard
;
Tappe, Stefan
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2011
Persistent link: https://www.econbiz.de/10009564622
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5
Pricing under the real-world probability measure for jump-diffusion term structure models
Bruti-Liberati, Nicola
;
Nikitopoulos, Christina Sklibosios
-
2007
Persistent link: https://www.econbiz.de/10003685202
Saved in:
6
A two-factor model for low interest rate regimes
Miller, Shane
;
Platen, Eckhard
-
2004
Persistent link: https://www.econbiz.de/10002253959
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7
An alternative interest rate term structure model
Platen, Eckhard
-
2003
Persistent link: https://www.econbiz.de/10002250865
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