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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Commodity derivative"
~subject:"Erdöl"
~subject:"Interest rate derivatives"
~subject:"Option pricing theory"
~subject:"Zins"
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Search: subject_exact:"Interest-rate elasticity"
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Commodity derivative
Erdöl
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Option pricing theory
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
2
A hybrid commodity and interest rate
Pilz, K. F.
;
Schlögl, Erik
-
2009
Persistent link: https://www.econbiz.de/10008662358
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