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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Kluwer international series in engineering and computer science : SECS"
~isPartOf:"Lecture notes in economics and mathematical systems : operations research, computer science, social science"
~isPartOf:"Research paper / Quantitative Finance Research Group, University of Technology Sydney"
~subject:"Hedging"
~subject:"Yield curve"
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Search: subject_exact:"Arbitrage-Preis-Theorie"
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Discussion paper / Centre for Economic Policy Research
Kluwer international series in engineering and computer science : SECS
Lecture notes in economics and mathematical systems : operations research, computer science, social science
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No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
Saved in:
2
Arbitrage-free interpolation in models of market observable interest rates
Schlögl, Erik
-
2001
Persistent link: https://www.econbiz.de/10001732826
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3
Perfect hedging of index derivatives under a locally arbitrage free minimal market model
Heath, David C.
;
Platen, Eckhard
-
2001
Persistent link: https://www.econbiz.de/10001619289
Saved in:
4
Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.
;
Lochstoer, Lars A.
;
Ramadorai, Tarun
-
2009
Persistent link: https://www.econbiz.de/10003856731
Saved in:
5
Valuation, hedging, and speculation in competitive electricity markets : a fundamental approach
Skantze, Petter L.
;
Ilic, Marija D.
-
2001
Persistent link: https://www.econbiz.de/10001604974
Saved in:
6
Arbitrage pricing of contingent claims
Müller, Sigrid
-
1985
Persistent link: https://www.econbiz.de/10004617663
Saved in:
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