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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Interest rate derivative"
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Interest rate derivative
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Christiansen, Charlotte
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Centre for Analytical Finance <Århus>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Long maturity forward rates
Christiansen, Charlotte
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
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Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
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2003
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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On finite dimensional HJM representations
Mikkelsen, Peter
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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