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~person:"Papapantoleon, Antonis"
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Interest rate derivative
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Option pricing theory
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Papapantoleon, Antonis
Hess, Dieter
17
Chiarella, Carl
15
Hautsch, Nikolaus
15
Subrahmanyam, Marti G.
15
Björk, Tomas
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Moessner, Richhild
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Schlögl, Erik
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Akram, Tanweer
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Joshi, Mark S.
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Mamun, Khawaja Abdullah al
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Pelsser, Antoon André Jean
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Rebonato, Riccardo
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Schoenmakers, John
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Upper, Christian
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Bhar, Ramaprasad
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Bianchetti, Marco
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Mercurio, Fabio
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Moraleda Novo, Juan Manuel
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Sandmann, Klaus
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Fang, Victor
10
Ito, Takayasu
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Söderlind, Paul
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Werner, Thomas
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White, Alan
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Chen, Ren-Raw
9
Herwartz, Helmut
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Jarrow, Robert A.
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Miltersen, Kristian R.
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Burgess, Nicholas
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Fabozzi, Frank J.
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Gay, Gerald D.
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Grbac, Zorana
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Kolb, Robert W.
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Malhotra, Davinder Kumar
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Ritchken, Peter H.
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Arak, Marcelle V.
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Azad, A. S. M. Sohel
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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CREATES research paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics and financial economics
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The journal of computational finance
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ECONIS (ZBW)
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Efficient and accurate log-Lévi approximations to Lévi driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
-
2011
Persistent link: https://www.econbiz.de/10009152332
Saved in:
2
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
3
The affine LIBOR models
Keller‐Ressel, Martin
;
Papapantoleon, Antonis
; …
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 627-658
Persistent link: https://www.econbiz.de/10010187682
Saved in:
4
A tractable LIBOR model with default risk
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Mathematics and financial economics
7
(
2013
)
2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10009736861
Saved in:
5
Efficient and accurate log-Lévy approximations of Lévy-driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 3-44
Persistent link: https://www.econbiz.de/10009575414
Saved in:
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