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~person:"Nikitopoulos, Christina Sklibosios"
~subject:"Derivat"
~subject:"Heath-Jarrow-Morton (HJM) Model"
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Derivat
Heath-Jarrow-Morton (HJM) Model
Yield curve
13
Zinsstruktur
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8
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7
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Nikitopoulos, Christina Sklibosios
Henrard, Marc P. A.
7
Joshi, Mark S.
7
Rebonato, Riccardo
7
Schlögl, Erik
7
Driessen, Joost
6
Gouriéroux, Christian
6
White, Alan
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Brigo, Damiano
5
Chiarella, Carl
5
Jong, Frank de
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Pelsser, Antoon André Jean
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Sandmann, Klaus
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Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
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Trolle, Anders B.
5
Vorst, Ton
5
Burnside, Craig
4
Eichenbaum, Martin S.
4
Gong, Feixue
4
Guirguis, Michel
4
Houweling, Patrick
4
Kim, Don H.
4
Phelan, Gregory
4
Witzany, Jiří
4
Yildirim, Yildiray
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Zhou, Yi
4
Aït-Sahalia, Yacine
3
Bachmair, Kilian
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Batten, Jonathan A.
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Bianchetti, Marco
3
Boudoukh, Jacob
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Cadle, John
3
Chege Maina, Samuel
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Cheng, Benjamin
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Culp, Christopher L.
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Dahlquist, Magnus
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3
International journal of theoretical and applied finance
1
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1
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
Saved in:
2
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Saved in:
3
Credit derivative pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2011
Persistent link: https://www.econbiz.de/10009564618
Saved in:
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
Saved in:
5
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
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