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~isPartOf:"International journal of theoretical and applied finance"
~person:"Benth, Fred Espen"
~person:"Ito, Sumito"
~person:"McWalter, Thomas A."
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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International journal of theoretical and applied finance
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Efficient long-dated swaption volatility approximation in the forward-LIBOR model
Van Appel, Jacques
;
McWalter, Thomas A.
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011892565
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The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
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