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~person:"Svenstrup, Mikkel"
~type_genre:"Arbeitspapier"
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Interest rate derivative
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Zinsderivat
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Option pricing theory
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Optionspreistheorie
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Zinsstruktur
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Accounting valuation
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Svenstrup, Mikkel
Belke, Ansgar
54
Caporale, Guglielmo Maria
34
Svensson, Lars E. O.
34
Akram, Tanweer
31
Wieland, Volker
30
Orphanides, Athanasios
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Leeper, Eric M.
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Uribe, Martín
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Williams, John C.
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Gerlach, Stefan
20
Nautz, Dieter
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Schmitt-Grohé, Stephanie
19
Taylor, Alan M.
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Gil-Alaña, Luis A.
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Jordà, Òscar
18
Moessner, Richhild
18
Neuenkirch, Matthias
18
Woodford, Michael
18
Galí, Jordi
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Honkapohja, Seppo
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Klose, Jens
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Wolters, Jürgen
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Carlstrom, Charles T.
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Davig, Troy
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Fuerst, Timothy S.
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Minford, Patrick
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Favero, Carlo A.
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Hayo, Bernd
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Ongena, Steven
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Thornton, Daniel L.
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Haan, Jakob de
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Hautsch, Nikolaus
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Huizinga, Harry
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Peydró, José-Luis
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Artus, Patrick
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Engel, Charles
13
Evans, George W.
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Gillman, Max
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Hendershott, Patric H.
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Hess, Dieter
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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2
Valuation of path-dependent interest rate derivatives in a finite difference setup
Svenstrup, Mikkel
-
2002
Persistent link: https://www.econbiz.de/10001746661
Saved in:
3
Efficient control variates and strategies for Bermudan swaptions in a libor market model
Jensen, Malene Shin
;
Svenstrup, Mikkel
-
2002
Persistent link: https://www.econbiz.de/10001746714
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