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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Fergusson, Kevin"
~person:"Miller, Shane"
~person:"Nikitopoulos, Christina"
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3/2 model
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Fergusson, Kevin
Miller, Shane
Nikitopoulos, Christina
Chiarella, Carl
11
Platen, Eckhard
7
Schlögl, Erik
7
Nikitopoulos, Christina Sklibosios
6
Chege Maina, Samuel
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Fanelli, Viviana
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Hsiao, Chih-ying
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Musti, Silvana
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Pilz, Kay Frederik
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Tô, Thuy-duong
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of financial economics
1
Asia-Pacific financial markets
1
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
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ECONIS (ZBW)
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Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
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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
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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4
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Schlögl, Erik
;
Nikitopoulos, Christina
-
2004
Persistent link: https://www.econbiz.de/10002431669
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