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Monte Carlo simulation
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Kienitz, Jörg
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Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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Option valuation in multivariate SABR models
Kienitz, Jörg
;
Wittke, Manuel
-
2010
Persistent link: https://www.econbiz.de/10008662187
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Monte-Carlo-Methoden für das Risikomanagement und Treasury
Kienitz, Jörg
;
Küpker, Horst
- In:
Bankrisikomanagement : Mindestanforderungen, …
,
(pp. 535-565)
.
2008
Persistent link: https://www.econbiz.de/10003710851
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