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~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Nikitopoulos, Christina Sklibosios"
~source:"econis"
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Search: subject_exact:"Zinsstrukturmodell"
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long-dated crude oil derivatives
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Nikitopoulos, Christina Sklibosios
Chiarella, Carl
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Platen, Eckhard
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Filipović, Damir
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Schlögl, Erik
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Longstaff, Francis A.
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Teichmann, Josef
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Yu, Fan
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Bakshi, Gurdip S.
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Björk, Tomas
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Brace, Alan
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Chege Maina, Samuel
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Cheridito, Patrick
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D'Amico, Stefania
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Della Corte, Pasquale
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Engstrom, Eric
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Fanelli, Viviana
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Feldhütter, Peter
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Hsiao, Chih-ying
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Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
2
Asia-Pacific financial markets
1
Energy economics
1
International journal of economic research
1
Journal of banking & finance
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ECONIS (ZBW)
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Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
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2
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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3
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
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4
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
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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 class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
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